+0.3%
TRI vs WST
+1.0%
-0.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -2.9% | +4.2% | -7.1% | -3.4% |
| 30D | +3.7% | +11.2% | -7.5% | +2.3% |
| 3M | +3.7% | +20.4% | -16.7% | +1.3% |
| 6M | +35.1% | +37.9% | -2.8% | +29.6% |
| YTD | -14.0% | +51.8% | -65.8% | -18.7% |
| 1Y | -19.0% | +56.6% | -75.6% | -23.7% |
| 3Y | -12.0% | +24.2% | -36.2% | -17.9% |
| All | +0.3% | +1.0% | -0.7% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling