-0.1%
WST vs TENB
-24.3%
+24.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +4.2% | -3.3% | +7.5% | +4.9% |
| 30D | +11.2% | +6.9% | +4.3% | +9.3% |
| 3M | +20.4% | +1.8% | +18.5% | +18.5% |
| 6M | +37.9% | +98.1% | -60.2% | +13.5% |
| YTD | +51.8% | +73.2% | -21.4% | +27.7% |
| 1Y | +56.6% | +50.7% | +5.9% | +36.7% |
| 3Y | +24.2% | +9.3% | +14.9% | +15.4% |
| All | -0.1% | -24.3% | +24.2% | -3.7% |
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