-78.9%
TE vs WST
+176.3%
-255.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -26.9% | +1.4% | -28.2% | -27.0% |
| 30D | -38.9% | +12.7% | -51.7% | -40.2% |
| 3M | -61.0% | +17.2% | -78.2% | -62.1% |
| 6M | -66.4% | +26.7% | -93.1% | -67.8% |
| YTD | -69.0% | +50.3% | -119.3% | -71.4% |
| 1Y | -54.0% | +50.2% | -104.2% | -57.7% |
| 3Y | +38.0% | +21.7% | +16.3% | +25.1% |
| 5Y | -81.0% | +2.0% | -83.0% | -82.3% |
| All | -78.9% | +176.3% | -255.2% | -80.5% |
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