+9,422.9%
TMO vs WST
+15,134.9%
-5,712.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +0.8% | +4.2% | -3.4% | -0.5% |
| 30D | +4.0% | +11.2% | -7.2% | +0.5% |
| 3M | +17.6% | +20.4% | -2.8% | +10.8% |
| 6M | +57.3% | +37.9% | +19.4% | +41.7% |
| YTD | +21.2% | +51.8% | -30.6% | +4.5% |
| 1Y | +21.1% | +56.6% | -35.5% | +3.3% |
| 3Y | +58.8% | +24.2% | +34.6% | +34.3% |
| 5Y | +11.8% | +0.7% | +11.1% | -0.5% |
| 10Y | +376.2% | +456.3% | -80.0% | +135.4% |
| All | +9,422.9% | +15,134.9% | -5,712.0% | +2,084.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling