+309.3%
TEL vs WST
+344.2%
-34.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +1.6% | +1.8% | -0.3% | +1.1% |
| 30D | -0.7% | -1.7% | +1.1% | -0.3% |
| 3M | +2.4% | +4.9% | -2.4% | +0.9% |
| 6M | +4.1% | +45.5% | -41.4% | -6.2% |
| YTD | -5.8% | +26.1% | -32.0% | -12.1% |
| 1Y | +0.9% | +31.7% | -30.8% | -7.3% |
| 3Y | +72.6% | -12.1% | +84.7% | +66.2% |
| 5Y | +57.5% | -23.6% | +81.1% | +54.1% |
| All | +309.3% | +344.2% | -34.8% | +106.5% |
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