+29.2%
TPR vs WST
+49.0%
-19.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | +4.9% | -6.0% | -2.0% |
| 30D | +15.1% | +10.7% | +4.4% | +12.7% |
| 3M | -13.4% | +16.8% | -30.2% | -16.3% |
| 6M | +1.4% | +32.0% | -30.6% | -4.7% |
| YTD | +4.8% | +49.9% | -45.2% | -4.2% |
| 1Y | +29.2% | +50.6% | -21.4% | +17.9% |
| All | +29.2% | +49.0% | -19.8% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling