+400.7%
TXN vs WST
+341.6%
+59.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.7% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -8.0% | -2.0% | -5.9% | -7.5% |
| 3M | -7.8% | +4.1% | -11.8% | -9.0% |
| 6M | +32.4% | +47.4% | -15.0% | +18.6% |
| YTD | +51.7% | +25.4% | +26.3% | +41.3% |
| 1Y | +44.3% | +35.3% | +9.0% | +31.1% |
| 3Y | +71.3% | -11.7% | +83.0% | +64.1% |
| 5Y | +56.4% | -24.0% | +80.4% | +55.2% |
| All | +400.7% | +341.6% | +59.0% | +136.3% |
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