+59.7%
TEM vs WST
+1.6%
+58.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +23.5% | -4.6% | +28.1% | +25.0% |
| 3M | +32.3% | +5.7% | +26.6% | +31.3% |
| 6M | +23.0% | +37.6% | -14.5% | +15.1% |
| YTD | +8.9% | +23.0% | -14.2% | +3.9% |
| 1Y | -19.9% | +33.8% | -53.7% | -24.7% |
| All | +59.7% | +1.6% | +58.1% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling