+736.3%
TT vs WST
+456.5%
+279.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.7% |
| 7D | +4.0% | +4.2% | -0.2% | +3.1% |
| 30D | -11.3% | +11.2% | -22.5% | -13.4% |
| 3M | -12.3% | +20.4% | -32.7% | -15.9% |
| 6M | -10.8% | +37.9% | -48.7% | -17.2% |
| YTD | +8.2% | +51.8% | -43.6% | -2.4% |
| 1Y | +1.5% | +56.6% | -55.2% | -9.1% |
| 3Y | +91.5% | +24.2% | +67.3% | +69.7% |
| 5Y | +130.2% | +0.7% | +129.5% | +112.4% |
| All | +736.3% | +456.5% | +279.8% | +335.3% |
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