+14.0%
TE vs WST
+16.9%
-2.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | -12.6% | -3.1% | -9.5% | -12.3% |
| 30D | -36.7% | +9.1% | -45.8% | -37.0% |
| 3M | -57.5% | +14.7% | -72.2% | -57.8% |
| 6M | -55.2% | +28.0% | -83.2% | -55.8% |
| YTD | -64.7% | +45.6% | -110.3% | -65.5% |
| 1Y | -35.9% | +45.7% | -81.5% | -37.4% |
| All | +14.0% | +16.9% | -2.9% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling