+13,634.3%
TSM vs WST
+5,928.2%
+7,706.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +3.6% | -3.1% | +6.7% | +4.7% |
| 3M | -3.4% | +7.2% | -10.6% | -6.0% |
| 6M | +20.6% | +36.8% | -16.2% | +6.7% |
| YTD | +41.9% | +23.8% | +18.0% | +29.5% |
| 1Y | +84.4% | +37.8% | +46.6% | +60.5% |
| 3Y | +380.2% | -15.9% | +396.1% | +355.5% |
| 5Y | +275.3% | -25.8% | +301.2% | +259.7% |
| 10Y | +1,751.4% | +319.6% | +1,431.8% | +684.0% |
| All | +13,634.3% | +5,928.2% | +7,706.1% | +1,145.0% |
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