+11.3%
TSEM vs WST
+7,480.3%
-7,469.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.7% | +8.1% |
| 7D | +6.9% | +0.7% | +6.1% | +6.7% |
| 30D | +5.3% | -3.1% | +8.5% | +6.2% |
| 3M | -14.9% | +7.2% | -22.1% | -16.5% |
| 6M | +80.0% | +36.8% | +43.2% | +64.9% |
| YTD | +89.4% | +23.8% | +65.5% | +77.3% |
| 1Y | +253.1% | +37.8% | +215.3% | +220.0% |
| 3Y | +642.1% | -15.9% | +658.0% | +616.7% |
| 5Y | +659.1% | -25.8% | +684.9% | +638.0% |
| 10Y | +1,291.4% | +319.6% | +971.8% | +643.4% |
| All | +11.3% | +7,480.3% | -7,469.0% | -74.9% |
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 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