+389.7%
TPR vs WST
+466.7%
-77.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.6% |
| 7D | +12.7% | +1.3% | +11.4% | +12.2% |
| 30D | +17.1% | +12.9% | +4.2% | +13.3% |
| 3M | -15.9% | +16.7% | -32.5% | -19.4% |
| 6M | +2.6% | +26.8% | -24.2% | -4.0% |
| YTD | +7.5% | +50.5% | -43.0% | -4.6% |
| 1Y | +32.9% | +52.9% | -20.0% | +17.4% |
| 3Y | +413.8% | +23.9% | +389.9% | +340.2% |
| 5Y | +263.9% | +1.0% | +262.8% | +227.1% |
| 10Y | +389.7% | +451.4% | -61.7% | +98.3% |
| All | +389.7% | +466.7% | -77.0% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling