+741.5%
TT vs WST
+452.5%
+289.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | -11.0% | +12.3% | -23.3% | -13.3% |
| 3M | -12.0% | +17.5% | -29.5% | -15.2% |
| 6M | -10.4% | +28.2% | -38.6% | -15.5% |
| YTD | +9.9% | +50.4% | -40.5% | -0.6% |
| 1Y | +1.5% | +49.3% | -47.8% | -8.1% |
| 3Y | +93.7% | +21.8% | +71.9% | +72.6% |
| 5Y | +139.2% | +0.3% | +138.9% | +120.8% |
| 10Y | +741.5% | +451.2% | +290.3% | +337.8% |
| All | +741.5% | +452.5% | +289.0% | +337.8% |
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