+42.9%
WST vs TW
+20.8%
+22.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +1.3% | +6.0% | -4.7% | +1.2% |
| 30D | +8.5% | +18.6% | -10.1% | +8.1% |
| 3M | +17.2% | +26.5% | -9.3% | +16.4% |
| 6M | +36.3% | +13.1% | +23.1% | +36.2% |
| YTD | +48.9% | +18.5% | +30.4% | +48.4% |
| 1Y | +42.9% | +21.7% | +21.2% | +41.6% |
| All | +42.9% | +20.8% | +22.1% | +41.6% |
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