-13.4%
WST vs TW
+21.9%
-35.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | +5.7% | +4.9% | +0.8% | +4.3% |
| 6M | +37.6% | -17.1% | +54.7% | +42.3% |
| YTD | +23.0% | -3.9% | +26.9% | +22.8% |
| 1Y | +33.8% | -13.3% | +47.1% | +37.0% |
| 3Y | -13.4% | +20.9% | -34.3% | -11.1% |
| All | -13.4% | +21.9% | -35.3% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling