-18.0%
TRI vs WST
-13.5%
-4.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.5% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -2.3% | -4.6% | +2.3% | -2.0% |
| 3M | +19.6% | +5.7% | +13.9% | +19.0% |
| 6M | -8.7% | +37.6% | -46.3% | -10.7% |
| YTD | -22.3% | +23.0% | -45.3% | -23.6% |
| 1Y | -40.7% | +33.8% | -74.5% | -42.0% |
| All | -18.0% | -13.5% | -4.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling