+235.4%
TSEM vs WST
+33.7%
+201.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +4.7% | -1.7% | +6.4% | +5.0% |
| 30D | -14.2% | -4.3% | -9.9% | -13.6% |
| 3M | -5.0% | +0.7% | -5.8% | -4.5% |
| 6M | +87.6% | +36.0% | +51.6% | +77.4% |
| YTD | +84.4% | +22.7% | +61.7% | +75.9% |
| 1Y | +235.4% | +34.1% | +201.3% | +215.9% |
| All | +235.4% | +33.7% | +201.7% | +215.9% |
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