+186.2%
TRI vs WST
+341.6%
-155.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -14.4% | +0.4% | -14.8% | -14.4% |
| 30D | -8.1% | -2.0% | -6.1% | -7.8% |
| 3M | +17.5% | +4.1% | +13.4% | +16.6% |
| 6M | -5.0% | +47.4% | -52.4% | -11.5% |
| YTD | -24.7% | +25.4% | -50.1% | -28.0% |
| 1Y | -41.5% | +35.3% | -76.8% | -45.0% |
| 3Y | -20.3% | -11.7% | -8.7% | -22.2% |
| 5Y | -10.9% | -24.0% | +13.1% | -11.4% |
| All | +186.2% | +341.6% | -155.5% | +88.1% |
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