+143.3%
TRU vs WST
+341.6%
-198.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -9.4% | +0.4% | -9.8% | -9.5% |
| 30D | -4.1% | -2.0% | -2.1% | -3.5% |
| 3M | +13.6% | +4.1% | +9.5% | +12.0% |
| 6M | +3.6% | +47.4% | -43.9% | -8.8% |
| YTD | -9.8% | +25.4% | -35.2% | -16.7% |
| 1Y | -13.6% | +35.3% | -49.0% | -22.4% |
| 3Y | -2.0% | -11.7% | +9.7% | -6.4% |
| 5Y | -35.8% | -24.0% | -11.8% | -37.8% |
| All | +143.3% | +341.6% | -198.4% | +19.1% |
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