+71.9%
TXN vs WST
-13.7%
+85.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +2.7% | -1.7% | +4.3% | +2.9% |
| 30D | -6.7% | -4.3% | -2.4% | -6.1% |
| 3M | -8.9% | +0.7% | -9.7% | -9.1% |
| 6M | +34.7% | +36.0% | -1.3% | +29.2% |
| YTD | +53.3% | +22.7% | +30.6% | +48.4% |
| 1Y | +45.0% | +34.1% | +10.9% | +39.1% |
| All | +71.9% | -13.7% | +85.6% | +65.9% |
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