+1,297.6%
TNA vs WST
+2,105.0%
-807.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | +4.1% | -0.3% | +4.3% | +4.4% |
| 30D | -7.6% | -4.6% | -3.0% | -2.8% |
| 3M | +8.1% | +5.7% | +2.4% | +0.6% |
| 6M | +49.0% | +37.6% | +11.4% | +0.6% |
| YTD | +51.7% | +23.0% | +28.7% | +14.8% |
| 1Y | +59.6% | +33.8% | +25.8% | +7.2% |
| 3Y | +118.9% | -13.4% | +132.2% | +58.2% |
| 5Y | -19.2% | -27.0% | +7.8% | -29.0% |
| 10Y | +77.2% | +324.5% | -247.3% | -94.4% |
| All | +1,297.6% | +2,105.0% | -807.4% | -98.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling