+398.5%
TTMI vs WST
+452.1%
-53.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -11.5% | +1.4% | -12.9% | -11.6% |
| 30D | -40.3% | +12.7% | -53.0% | -42.0% |
| 3M | -44.5% | +17.2% | -61.6% | -46.7% |
| 6M | -54.1% | +26.7% | -80.7% | -56.9% |
| YTD | +4.7% | +50.3% | -45.6% | -6.4% |
| 1Y | +3.3% | +50.2% | -46.9% | -7.6% |
| 3Y | +407.2% | +21.7% | +385.5% | +344.0% |
| 5Y | +406.5% | +2.0% | +404.5% | +354.3% |
| All | +398.5% | +452.1% | -53.6% | +150.1% |
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 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