+30.0%
TXG vs WST
+142.5%
-112.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.8% | +3.0% |
| 7D | +9.5% | +1.8% | +7.6% | +8.4% |
| 30D | +18.8% | -1.7% | +20.5% | +19.9% |
| 3M | +136.1% | +4.9% | +131.2% | +130.4% |
| 6M | +235.2% | +45.5% | +189.7% | +170.5% |
| YTD | +320.5% | +26.1% | +294.4% | +265.8% |
| 1Y | +425.2% | +31.7% | +393.5% | +345.5% |
| 3Y | +42.9% | -12.1% | +55.0% | +34.4% |
| 5Y | -62.8% | -23.6% | -39.2% | -63.5% |
| All | +30.0% | +142.5% | -112.5% | -29.2% |
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