-19.9%
TEM vs WST
+35.8%
-55.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | +23.5% | -4.6% | +28.1% | +26.6% |
| 3M | +32.3% | +5.7% | +26.6% | +30.6% |
| 6M | +23.0% | +37.6% | -14.5% | +7.2% |
| YTD | +8.9% | +23.0% | -14.2% | -0.6% |
| 1Y | -19.9% | +33.8% | -53.7% | -33.8% |
| All | -19.9% | +35.8% | -55.6% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling