+18.8%
TXG vs WST
+138.1%
-119.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +1.8% | +0.7% | +1.1% | +1.4% |
| 30D | +32.0% | -3.1% | +35.2% | +34.5% |
| 3M | +87.0% | +7.2% | +79.8% | +80.5% |
| 6M | +180.1% | +36.8% | +143.2% | +133.6% |
| YTD | +284.1% | +23.8% | +260.3% | +237.6% |
| 1Y | +361.7% | +37.8% | +323.9% | +282.3% |
| 3Y | +15.9% | -15.9% | +31.8% | +12.5% |
| 5Y | -66.2% | -25.8% | -40.4% | -66.2% |
| All | +18.8% | +138.1% | -119.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling