+134.6%
TNA vs WST
+24.3%
+110.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.4% |
| 7D | +3.7% | +4.2% | -0.5% | +2.4% |
| 30D | +4.4% | +11.2% | -6.8% | +1.3% |
| 3M | -26.7% | +20.4% | -47.0% | -30.6% |
| 6M | -12.8% | +37.9% | -50.7% | -20.8% |
| YTD | +22.7% | +51.8% | -29.1% | +7.5% |
| 1Y | +35.7% | +56.6% | -21.0% | +18.0% |
| 3Y | +134.6% | +24.2% | +110.4% | +50.8% |
| All | +134.6% | +24.3% | +110.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling