+38.5%
TNA vs WST
+47.3%
-8.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.1% |
| 7D | +2.4% | +1.3% | +1.1% | +1.7% |
| 30D | -0.9% | +8.5% | -9.4% | -5.3% |
| 3M | -19.2% | +17.2% | -36.4% | -26.3% |
| 6M | -0.8% | +36.3% | -37.1% | -18.1% |
| YTD | +33.2% | +48.9% | -15.7% | +1.8% |
| 1Y | +38.5% | +42.9% | -4.4% | +12.1% |
| All | +38.5% | +47.3% | -8.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling