+398.4%
TXG vs WST
+33.7%
+364.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +9.1% | -1.7% | +10.8% | +10.1% |
| 30D | +14.9% | -4.3% | +19.2% | +17.6% |
| 3M | +120.0% | +0.7% | +119.2% | +119.8% |
| 6M | +221.8% | +36.0% | +185.8% | +171.0% |
| YTD | +312.6% | +22.7% | +289.8% | +271.1% |
| 1Y | +398.4% | +34.1% | +364.3% | +310.6% |
| All | +398.4% | +33.7% | +364.7% | +310.6% |
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