+187.6%
TTMI vs WST
+10,399.4%
-10,211.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.0% |
| 7D | -19.8% | -3.1% | -16.7% | -18.4% |
| 30D | -48.1% | +9.1% | -57.2% | -50.0% |
| 3M | -51.2% | +14.7% | -65.9% | -54.3% |
| 6M | -59.6% | +28.0% | -87.6% | -64.2% |
| YTD | -3.6% | +45.6% | -49.3% | -20.2% |
| 1Y | -2.3% | +45.7% | -48.0% | -19.2% |
| 3Y | +369.4% | +21.1% | +348.3% | +262.4% |
| 5Y | +365.4% | +0.3% | +365.1% | +276.4% |
| 10Y | +413.2% | +449.0% | -35.8% | +33.5% |
| All | +187.6% | +10,399.4% | -10,211.8% | -90.5% |
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