+109.8%
TEM vs WST
+24.3%
+85.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.3% | +7.7% | +10.1% |
| 7D | +7.6% | +1.3% | +6.3% | +7.4% |
| 30D | +19.0% | +12.9% | +6.2% | +15.4% |
| 3M | +62.2% | +16.7% | +45.6% | +56.4% |
| 6M | +69.4% | +26.8% | +42.5% | +60.7% |
| YTD | +43.0% | +50.5% | -7.5% | +30.0% |
| 1Y | +18.0% | +52.9% | -34.9% | +6.9% |
| All | +109.8% | +24.3% | +85.5% | +90.7% |
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