-64.4%
TXG vs WST
-25.8%
-38.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.1% |
| 7D | +9.4% | -0.3% | +9.6% | +9.5% |
| 30D | +26.1% | -4.6% | +30.7% | +29.3% |
| 3M | +124.8% | +5.7% | +119.1% | +118.8% |
| 6M | +215.2% | +37.6% | +177.7% | +163.0% |
| YTD | +302.2% | +23.0% | +279.2% | +255.6% |
| 1Y | +370.9% | +33.8% | +337.1% | +297.3% |
| 3Y | +38.5% | -13.4% | +51.9% | +32.2% |
| 5Y | -64.4% | -27.0% | -37.4% | -65.4% |
| All | -64.4% | -25.8% | -38.6% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling