+108.8%
TNA vs WST
-13.7%
+122.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -3.6% | -1.7% | -1.9% | -3.1% |
| 30D | -10.1% | -4.3% | -5.7% | -8.8% |
| 3M | +2.7% | +0.7% | +2.0% | +2.4% |
| 6M | +38.4% | +36.0% | +2.4% | +25.1% |
| YTD | +45.4% | +22.7% | +22.7% | +35.3% |
| 1Y | +55.9% | +34.1% | +21.8% | +41.4% |
| All | +108.8% | -13.7% | +122.5% | +109.7% |
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 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