+8,486.3%
TPR vs WST
+9,083.0%
-596.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.0% | +11.1% | +8.5% |
| 7D | +13.9% | -5.8% | +19.7% | +16.2% |
| 30D | +14.9% | +5.3% | +9.6% | +12.6% |
| 3M | -15.4% | +11.8% | -27.2% | -19.0% |
| 6M | -4.5% | +26.7% | -31.2% | -13.1% |
| YTD | +6.0% | +43.0% | -37.0% | -8.7% |
| 1Y | +24.3% | +38.9% | -14.5% | +8.1% |
| 3Y | +412.8% | +18.2% | +394.7% | +319.9% |
| 5Y | +258.4% | -1.5% | +260.0% | +206.4% |
| 10Y | +396.8% | +439.0% | -42.1% | +80.4% |
| All | +8,486.3% | +9,083.0% | -596.7% | +797.4% |
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 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