+67.6%
TEL vs WST
-15.5%
+83.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -4.9% | -4.6% | -0.3% | -4.4% |
| 3M | +0.1% | +5.7% | -5.6% | -0.7% |
| 6M | +0.4% | +37.6% | -37.2% | -3.6% |
| YTD | -8.9% | +23.0% | -32.0% | -11.6% |
| 1Y | -0.3% | +33.8% | -34.1% | -4.0% |
| 3Y | +67.6% | -13.4% | +81.0% | +66.6% |
| All | +67.6% | -15.5% | +83.2% | +66.6% |
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