+366.1%
TTMI vs WST
-2.2%
+368.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.5% |
| 7D | -19.8% | -3.1% | -16.7% | -19.2% |
| 30D | -48.1% | +9.1% | -57.2% | -48.9% |
| 3M | -51.2% | +14.7% | -65.9% | -52.6% |
| 6M | -59.6% | +28.0% | -87.6% | -61.6% |
| YTD | -3.6% | +45.6% | -49.3% | -11.2% |
| 1Y | -2.3% | +45.7% | -48.0% | -10.0% |
| 3Y | +369.4% | +21.1% | +348.3% | +320.2% |
| All | +366.1% | -2.2% | +368.3% | +304.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling