-27.0%
WST vs TENB
-28.0%
+1.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.3% |
| 7D | -0.3% | -5.0% | +4.7% | +0.8% |
| 30D | -4.6% | -7.4% | +2.8% | -3.6% |
| 3M | +5.7% | +22.3% | -16.6% | -1.0% |
| 6M | +37.6% | +60.2% | -22.6% | +19.1% |
| YTD | +23.0% | +43.2% | -20.2% | +9.0% |
| 1Y | +33.8% | +8.2% | +25.7% | +27.4% |
| 3Y | -13.4% | -23.8% | +10.4% | -12.0% |
| 5Y | -27.0% | -26.9% | -0.1% | -28.6% |
| All | -27.0% | -28.0% | +1.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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