+476.5%
TSEM vs WST
+24.3%
+452.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.1% |
| 7D | +7.0% | +4.2% | +2.7% | +6.6% |
| 30D | -29.8% | +11.2% | -41.0% | -30.3% |
| 3M | -41.9% | +20.4% | -62.3% | -42.7% |
| 6M | -45.8% | +37.9% | -83.6% | -46.9% |
| YTD | +25.1% | +51.8% | -26.7% | +21.1% |
| 1Y | +48.2% | +56.6% | -8.4% | +43.2% |
| 3Y | +476.5% | +24.2% | +452.3% | +431.5% |
| All | +476.5% | +24.3% | +452.2% | +431.5% |
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