+753.3%
TT vs WST
+441.1%
+312.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | -2.0% | -3.1% | +1.1% | -1.3% |
| 30D | -14.0% | +9.1% | -23.1% | -15.7% |
| 3M | -15.9% | +14.7% | -30.6% | -18.5% |
| 6M | -17.3% | +28.0% | -45.3% | -22.0% |
| YTD | +4.0% | +45.6% | -41.7% | -5.3% |
| 1Y | -7.1% | +45.7% | -52.8% | -15.5% |
| 3Y | +90.2% | +21.1% | +69.2% | +69.1% |
| 5Y | +131.1% | +0.3% | +130.8% | +112.6% |
| All | +753.3% | +441.1% | +312.1% | +352.3% |
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