+1,709.2%
TSM vs WST
+322.7%
+1,386.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +3.6% | -3.1% | +6.7% | +4.3% |
| 3M | -3.4% | +7.2% | -10.6% | -5.1% |
| 6M | +20.6% | +36.8% | -16.2% | +11.1% |
| YTD | +41.9% | +23.8% | +18.0% | +33.5% |
| 1Y | +84.4% | +37.8% | +46.6% | +68.1% |
| 3Y | +380.2% | -15.9% | +396.1% | +370.7% |
| 5Y | +275.3% | -25.8% | +301.2% | +271.6% |
| All | +1,709.2% | +322.7% | +1,386.5% | +880.2% |
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 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