-50.0%
TE vs WST
+125.7%
-175.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | +15.0% | -1.7% | +16.6% | +15.3% |
| 30D | -7.5% | -4.3% | -3.2% | -6.8% |
| 3M | -42.0% | +0.7% | -42.7% | -42.0% |
| 6M | -31.4% | +36.0% | -67.4% | -35.4% |
| YTD | -26.5% | +22.7% | -49.2% | -29.7% |
| 1Y | +153.1% | +34.1% | +119.0% | +135.8% |
| 3Y | -20.7% | -13.6% | -7.1% | -22.0% |
| 5Y | -45.4% | -26.0% | -19.5% | -47.4% |
| All | -50.0% | +125.7% | -175.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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