-10.3%
TEL vs WST
+49.4%
-59.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | +1.0% | +12.4% | -11.4% | -1.4% |
| 3M | +0.7% | +17.6% | -16.9% | -2.8% |
| 6M | +7.3% | +28.3% | -21.0% | +0.7% |
| YTD | -2.5% | +50.5% | -53.0% | -14.5% |
| 1Y | -10.3% | +49.4% | -59.6% | -21.3% |
| All | -10.3% | +49.4% | -59.7% | -21.3% |
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