+13,847.2%
TT vs WST
+14,250.0%
-402.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.2% |
| 7D | -9.0% | -5.8% | -3.2% | -7.2% |
| 30D | -17.6% | +5.3% | -22.9% | -19.0% |
| 3M | -18.7% | +11.8% | -30.5% | -21.6% |
| 6M | -17.4% | +26.7% | -44.1% | -23.8% |
| YTD | +1.5% | +43.0% | -41.4% | -10.6% |
| 1Y | -9.4% | +38.9% | -48.2% | -19.6% |
| 3Y | +85.1% | +18.2% | +66.9% | +57.7% |
| 5Y | +125.7% | -1.5% | +127.3% | +99.2% |
| 10Y | +757.3% | +439.0% | +318.4% | +285.9% |
| All | +13,847.2% | +14,250.0% | -402.8% | +2,398.1% |
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