+50.7%
TEL vs WST
-25.8%
+76.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -4.9% | -4.6% | -0.3% | -4.0% |
| 3M | +0.1% | +5.7% | -5.6% | -1.2% |
| 6M | +0.4% | +37.6% | -37.2% | -6.4% |
| YTD | -8.9% | +23.0% | -32.0% | -13.3% |
| 1Y | -0.3% | +33.8% | -34.1% | -6.9% |
| 3Y | +67.6% | -13.4% | +81.0% | +64.0% |
| 5Y | +50.7% | -27.0% | +77.6% | +43.4% |
| All | +50.7% | -25.8% | +76.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling