+1,410.4%
TSM vs WST
+441.1%
+969.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.5% | +5.9% |
| 7D | -7.6% | -3.1% | -4.5% | -6.8% |
| 30D | -20.5% | +9.1% | -29.6% | -22.0% |
| 3M | -10.0% | +14.7% | -24.7% | -12.9% |
| 6M | -10.1% | +28.0% | -38.1% | -15.4% |
| YTD | +24.5% | +45.6% | -21.1% | +12.8% |
| 1Y | +31.2% | +45.7% | -14.5% | +18.7% |
| 3Y | +322.0% | +21.1% | +300.9% | +271.9% |
| 5Y | +245.3% | +0.3% | +244.9% | +213.4% |
| All | +1,410.4% | +441.1% | +969.3% | +632.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling