-0.6%
WST vs TW
+41.5%
-42.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +4.9% | +3.2% | +1.7% | +3.9% |
| 30D | +10.7% | +19.7% | -9.0% | +5.1% |
| 3M | +16.8% | +26.8% | -10.0% | +8.9% |
| 6M | +32.0% | +20.9% | +11.1% | +24.1% |
| YTD | +49.9% | +22.9% | +27.0% | +39.0% |
| 1Y | +50.6% | +20.4% | +30.3% | +40.7% |
| 3Y | +21.4% | +42.9% | -21.5% | +2.6% |
| 5Y | -0.6% | +40.2% | -40.8% | -11.8% |
| All | -0.6% | +41.5% | -42.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling