+468.5%
TXN vs WST
+456.5%
+11.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.2% |
| 7D | +9.5% | +4.2% | +5.2% | +8.2% |
| 30D | +8.7% | +11.2% | -2.5% | +5.6% |
| 3M | +11.6% | +20.4% | -8.8% | +5.8% |
| 6M | +0.1% | +37.9% | -37.8% | -9.0% |
| YTD | +78.8% | +51.8% | +27.0% | +57.7% |
| 1Y | +91.2% | +56.6% | +34.6% | +67.1% |
| 3Y | +125.8% | +24.2% | +101.6% | +93.2% |
| 5Y | +83.8% | +0.7% | +83.1% | +66.5% |
| All | +468.5% | +456.5% | +11.9% | +132.4% |
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 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