+74.7%
TNA vs WST
+341.6%
-267.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.6% |
| 7D | -7.6% | +0.4% | -8.0% | -8.0% |
| 30D | -13.6% | -2.0% | -11.6% | -12.5% |
| 3M | +2.8% | +4.1% | -1.3% | -0.5% |
| 6M | +34.5% | +47.4% | -12.9% | +0.6% |
| YTD | +41.0% | +25.4% | +15.6% | +17.6% |
| 1Y | +52.0% | +35.3% | +16.7% | +19.0% |
| 3Y | +103.5% | -11.7% | +115.2% | +79.6% |
| 5Y | -22.5% | -24.0% | +1.5% | -20.9% |
| All | +74.7% | +341.6% | -267.0% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling