-0.8%
TEL vs WST
+33.7%
-34.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.6% |
| 30D | -4.1% | -4.3% | +0.2% | -3.2% |
| 3M | -2.6% | +0.7% | -3.3% | -3.1% |
| 6M | 0.0% | +36.0% | -36.0% | -8.9% |
| YTD | -9.1% | +22.7% | -31.8% | -15.5% |
| 1Y | -0.8% | +34.1% | -34.9% | -9.4% |
| All | -0.8% | +33.7% | -34.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling