+37.8%
WST vs TW
-15.9%
+53.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +0.7% | -2.3% | +3.1% | +0.9% |
| 30D | -3.1% | +3.9% | -7.1% | -3.4% |
| 3M | +7.2% | +5.7% | +1.5% | +6.6% |
| 6M | +36.8% | -14.5% | +51.3% | +39.2% |
| YTD | +23.8% | -0.9% | +24.7% | +24.0% |
| 1Y | +37.8% | -13.5% | +51.3% | +38.7% |
| All | +37.8% | -15.9% | +53.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling