+405.4%
TXG vs WST
+47.3%
+358.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | -19.3% | +1.3% | -20.5% | -19.7% |
| 30D | -30.9% | +8.5% | -39.4% | -33.5% |
| 3M | +41.1% | +17.2% | +23.9% | +31.1% |
| 6M | +211.9% | +36.3% | +175.6% | +173.7% |
| YTD | +314.0% | +48.9% | +265.1% | +250.4% |
| 1Y | +405.4% | +42.9% | +362.5% | +345.0% |
| All | +405.4% | +47.3% | +358.1% | +345.0% |
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 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