+379.1%
TPR vs WST
+441.1%
-62.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | +14.2% | -3.1% | +17.3% | +15.0% |
| 30D | +17.1% | +9.1% | +8.0% | +14.3% |
| 3M | -17.7% | +14.7% | -32.4% | -20.8% |
| 6M | -10.2% | +28.0% | -38.2% | -16.3% |
| YTD | +4.9% | +45.6% | -40.7% | -6.1% |
| 1Y | +36.1% | +45.7% | -9.5% | +21.7% |
| 3Y | +416.5% | +21.1% | +395.4% | +344.0% |
| 5Y | +254.8% | +0.3% | +254.5% | +218.1% |
| All | +379.1% | +441.1% | -62.0% | +95.7% |
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 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