+214.4%
WST vs TW
+209.8%
+4.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | +0.4% | -2.7% | +3.2% | +1.3% |
| 30D | -2.0% | -1.7% | -0.3% | -1.6% |
| 3M | +4.1% | +1.6% | +2.5% | +2.9% |
| 6M | +47.4% | -17.7% | +65.1% | +55.1% |
| YTD | +25.4% | -4.3% | +29.8% | +25.2% |
| 1Y | +35.3% | -13.1% | +48.4% | +39.2% |
| 3Y | -11.7% | +20.3% | -32.0% | -20.4% |
| 5Y | -24.0% | +22.0% | -46.0% | -33.5% |
| All | +214.4% | +209.8% | +4.6% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling