+66.3%
TPG vs WST
-13.2%
+79.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.6% |
| 7D | -11.8% | +0.4% | -12.3% | -11.9% |
| 30D | -6.3% | -2.0% | -4.2% | -5.8% |
| 3M | +13.6% | +4.1% | +9.5% | +12.1% |
| 6M | +13.8% | +47.4% | -33.6% | +2.1% |
| YTD | -23.7% | +25.4% | -49.1% | -28.7% |
| 1Y | -18.2% | +35.3% | -53.5% | -25.6% |
| 3Y | +80.1% | -11.7% | +91.8% | +74.9% |
| All | +66.3% | -13.2% | +79.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling