+683.8%
TEL vs WST
+1,529.7%
-845.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +3.0% | +0.7% | +2.2% | +2.6% |
| 30D | -3.9% | -3.1% | -0.8% | -2.8% |
| 3M | -5.1% | +7.2% | -12.3% | -8.0% |
| 6M | +0.6% | +36.8% | -36.2% | -11.9% |
| YTD | -7.3% | +23.8% | -31.1% | -15.9% |
| 1Y | +1.1% | +37.8% | -36.6% | -12.6% |
| 3Y | +63.7% | -15.9% | +79.6% | +55.0% |
| 5Y | +50.7% | -25.8% | +76.5% | +45.5% |
| 10Y | +290.2% | +319.6% | -29.4% | +34.8% |
| All | +683.8% | +1,529.7% | -845.9% | -3.6% |
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 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