+7,716.4%
TPR vs WST
+7,854.4%
-138.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -23.0% | -3.1% | -19.8% | -22.0% |
| 3M | -12.5% | +7.2% | -19.7% | -14.9% |
| 6M | -21.4% | +36.8% | -58.2% | -30.8% |
| YTD | -3.5% | +23.8% | -27.4% | -12.1% |
| 1Y | +17.4% | +37.8% | -20.4% | +2.0% |
| 3Y | +291.3% | -15.9% | +307.1% | +269.0% |
| 5Y | +241.9% | -25.8% | +267.7% | +228.3% |
| 10Y | +322.7% | +319.6% | +3.1% | +70.0% |
| All | +7,716.4% | +7,854.4% | -138.0% | +764.2% |
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