+62.5%
TXG vs WST
+16.9%
+45.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.4% |
| 7D | -15.4% | -3.1% | -12.3% | -14.3% |
| 30D | -22.1% | +9.1% | -31.2% | -24.1% |
| 3M | +30.0% | +14.7% | +15.3% | +24.8% |
| 6M | +160.7% | +28.0% | +132.7% | +141.9% |
| YTD | +263.5% | +45.6% | +217.8% | +221.6% |
| 1Y | +356.0% | +45.7% | +310.3% | +303.1% |
| All | +62.5% | +16.9% | +45.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling