+467.5%
TSEM vs WST
+16.9%
+450.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +3.0% | +4.7% |
| 7D | -17.5% | -3.1% | -14.4% | -17.3% |
| 30D | -44.7% | +9.1% | -53.8% | -45.0% |
| 3M | -38.9% | +14.7% | -53.6% | -39.4% |
| 6M | -36.7% | +28.0% | -64.7% | -37.7% |
| YTD | +17.0% | +45.6% | -28.7% | +13.6% |
| 1Y | +62.8% | +45.7% | +17.2% | +58.1% |
| All | +467.5% | +16.9% | +450.6% | +431.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling