+15,818.7%
TT vs WST
+12,330.1%
+3,488.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -0.2% | +0.7% | -1.0% | -0.5% |
| 30D | -7.4% | -3.1% | -4.2% | -6.5% |
| 3M | -3.2% | +7.2% | -10.4% | -5.5% |
| 6M | +1.1% | +36.8% | -35.7% | -9.2% |
| YTD | +15.6% | +23.8% | -8.2% | +6.7% |
| 1Y | +9.2% | +37.8% | -28.6% | -3.2% |
| 3Y | +124.4% | -15.9% | +140.3% | +114.8% |
| 5Y | +138.0% | -25.8% | +163.8% | +130.9% |
| 10Y | +886.4% | +319.6% | +566.8% | +383.0% |
| All | +15,818.7% | +12,330.1% | +3,488.5% | +2,887.8% |
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 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