+58.3%
TXN vs WST
-27.4%
+85.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -9.5% | -4.6% | -4.9% | -8.6% |
| 3M | -10.5% | +5.7% | -16.2% | -11.7% |
| 6M | +35.4% | +37.6% | -2.2% | +27.0% |
| YTD | +51.8% | +23.0% | +28.7% | +44.9% |
| 1Y | +42.9% | +33.8% | +9.1% | +34.2% |
| 3Y | +71.3% | -13.4% | +84.7% | +67.2% |
| All | +58.3% | -27.4% | +85.6% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling