-31.2%
TSEM vs WST
+8,814.6%
-8,845.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +3.0% | +4.4% |
| 7D | -17.5% | -3.1% | -14.4% | -16.7% |
| 30D | -44.7% | +9.1% | -53.8% | -45.9% |
| 3M | -38.9% | +14.7% | -53.6% | -41.0% |
| 6M | -36.7% | +28.0% | -64.7% | -40.9% |
| YTD | +17.0% | +45.6% | -28.7% | +4.9% |
| 1Y | +62.8% | +45.7% | +17.2% | +46.0% |
| 3Y | +471.3% | +21.1% | +450.2% | +397.3% |
| 5Y | +290.3% | +0.3% | +290.0% | +247.8% |
| 10Y | +790.1% | +449.0% | +341.1% | +341.4% |
| All | -31.2% | +8,814.6% | -8,845.8% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling