+718.3%
TEL vs WST
+1,872.9%
-1,154.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +5.6% | +4.9% | +0.7% | +3.7% |
| 30D | +0.9% | +10.7% | -9.8% | -2.9% |
| 3M | +2.1% | +16.8% | -14.7% | -3.9% |
| 6M | +2.7% | +32.0% | -29.3% | -8.1% |
| YTD | -3.2% | +49.9% | -53.1% | -18.4% |
| 1Y | -10.6% | +50.6% | -61.2% | -24.9% |
| 3Y | +79.8% | +21.4% | +58.4% | +45.6% |
| 5Y | +43.3% | -0.6% | +43.8% | +22.6% |
| 10Y | +287.5% | +449.4% | -162.0% | +19.3% |
| All | +718.3% | +1,872.9% | -1,154.6% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling