+36.0%
TSM vs WST
+47.3%
-11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | -10.0% | +1.3% | -11.2% | -10.1% |
| 30D | -18.5% | +8.5% | -27.0% | -19.4% |
| 3M | -4.9% | +17.2% | -22.1% | -6.9% |
| 6M | -1.0% | +36.3% | -37.2% | -5.4% |
| YTD | +31.3% | +48.9% | -17.7% | +20.4% |
| 1Y | +36.0% | +42.9% | -6.9% | +25.7% |
| All | +36.0% | +47.3% | -11.3% | +25.7% |
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