+1,301.0%
TSEM vs WST
+321.8%
+979.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -12.9% | -4.6% | -8.3% | -12.2% |
| 3M | -9.2% | +5.7% | -14.9% | -10.1% |
| 6M | +98.8% | +37.6% | +61.2% | +86.6% |
| YTD | +87.2% | +23.0% | +64.2% | +78.9% |
| 1Y | +239.0% | +33.8% | +205.1% | +217.9% |
| 3Y | +679.5% | -13.4% | +692.9% | +662.8% |
| 5Y | +667.3% | -27.0% | +694.2% | +683.7% |
| 10Y | +1,301.0% | +324.5% | +976.5% | +700.3% |
| All | +1,301.0% | +321.8% | +979.2% | +700.3% |
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