+1,316.1%
TNA vs WST
+2,119.5%
-803.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.6% |
| 7D | -0.1% | +0.7% | -0.8% | -0.9% |
| 30D | -4.9% | -3.1% | -1.8% | -1.5% |
| 3M | +0.4% | +7.2% | -6.8% | -7.9% |
| 6M | +32.5% | +36.8% | -4.3% | -9.9% |
| YTD | +53.7% | +23.8% | +29.9% | +15.4% |
| 1Y | +65.1% | +37.8% | +27.3% | +7.3% |
| 3Y | +98.4% | -15.9% | +114.3% | +50.4% |
| 5Y | -22.5% | -25.8% | +3.3% | -33.5% |
| 10Y | +82.5% | +319.6% | -237.1% | -94.1% |
| All | +1,316.1% | +2,119.5% | -803.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling