+524.6%
TRI vs WST
+6,053.5%
-5,528.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | -2.3% | -4.6% | +2.3% | -1.2% |
| 3M | +19.6% | +5.7% | +13.9% | +17.8% |
| 6M | -8.7% | +37.6% | -46.3% | -15.9% |
| YTD | -22.3% | +23.0% | -45.3% | -26.6% |
| 1Y | -40.7% | +33.8% | -74.5% | -45.4% |
| 3Y | -17.8% | -13.4% | -4.4% | -20.9% |
| 5Y | -8.5% | -27.0% | +18.5% | -10.1% |
| 10Y | +192.6% | +324.5% | -132.0% | +64.0% |
| All | +524.6% | +6,053.5% | -5,528.9% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling