+299.4%
TPR vs WST
-15.6%
+315.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -23.0% | -3.1% | -19.8% | -22.7% |
| 3M | -12.5% | +7.2% | -19.7% | -13.0% |
| 6M | -21.4% | +36.8% | -58.2% | -23.6% |
| YTD | -3.5% | +23.8% | -27.4% | -5.6% |
| 1Y | +17.4% | +37.8% | -20.4% | +13.9% |
| All | +299.4% | -15.6% | +315.1% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling