+125.8%
TXN vs WST
+24.3%
+101.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.0% |
| 7D | +9.5% | +4.2% | +5.2% | +8.8% |
| 30D | +8.7% | +11.2% | -2.5% | +7.1% |
| 3M | +11.6% | +20.4% | -8.8% | +8.7% |
| 6M | +0.1% | +37.9% | -37.8% | -4.5% |
| YTD | +78.8% | +51.8% | +27.0% | +68.1% |
| 1Y | +91.2% | +56.6% | +34.6% | +79.2% |
| 3Y | +125.8% | +24.2% | +101.6% | +98.0% |
| All | +125.8% | +24.3% | +101.5% | +98.0% |
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