+224.7%
TRI vs WST
+456.5%
-231.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -2.9% | +4.2% | -7.1% | -3.6% |
| 30D | +3.7% | +11.2% | -7.5% | +1.7% |
| 3M | +3.7% | +20.4% | -16.7% | +0.3% |
| 6M | +35.1% | +37.9% | -2.8% | +27.5% |
| YTD | -14.0% | +51.8% | -65.8% | -20.5% |
| 1Y | -19.0% | +56.6% | -75.6% | -25.5% |
| 3Y | -12.0% | +24.2% | -36.2% | -20.0% |
| 5Y | +0.6% | +0.7% | 0.0% | -5.3% |
| All | +224.7% | +456.5% | -231.8% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling