+80.4%
TPG vs WST
-14.8%
+95.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +5.0% | -4.6% | +9.7% | +6.2% |
| 3M | +24.9% | +5.7% | +19.2% | +22.9% |
| 6M | +21.1% | +37.6% | -16.5% | +10.6% |
| YTD | -17.3% | +23.0% | -40.3% | -22.3% |
| 1Y | -9.8% | +33.8% | -43.7% | -17.7% |
| 3Y | +95.4% | -13.4% | +108.8% | +90.7% |
| All | +80.4% | -14.8% | +95.3% | +65.8% |
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