+20,389.3%
TXN vs WST
+12,330.1%
+8,059.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -6.9% | -3.1% | -3.8% | -6.0% |
| 3M | -14.9% | +7.2% | -22.1% | -17.1% |
| 6M | +29.0% | +36.8% | -7.8% | +16.0% |
| YTD | +51.5% | +23.8% | +27.6% | +40.0% |
| 1Y | +41.6% | +37.8% | +3.8% | +25.6% |
| 3Y | +65.8% | -15.9% | +81.7% | +58.8% |
| 5Y | +56.8% | -25.8% | +82.6% | +52.0% |
| 10Y | +387.5% | +319.6% | +67.9% | +139.3% |
| All | +20,389.3% | +12,330.1% | +8,059.2% | +2,867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling