+849.8%
TSEM vs WST
+446.4%
+403.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.1% |
| 7D | -9.5% | +1.4% | -10.8% | -9.6% |
| 30D | -35.5% | +12.7% | -48.2% | -36.8% |
| 3M | -41.6% | +17.2% | -58.7% | -43.2% |
| 6M | -30.1% | +26.7% | -56.7% | -33.1% |
| YTD | +25.7% | +50.3% | -24.6% | +15.8% |
| 1Y | +50.5% | +50.2% | +0.2% | +38.5% |
| 3Y | +501.7% | +21.7% | +480.0% | +446.3% |
| 5Y | +310.9% | +2.0% | +308.9% | +286.6% |
| 10Y | +849.8% | +451.1% | +398.7% | +366.6% |
| All | +849.8% | +446.4% | +403.4% | +366.6% |
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 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