+183.4%
TRU vs WST
+456.5%
-273.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -1.2% |
| 30D | +21.3% | +11.2% | +10.1% | +17.3% |
| 3M | +0.2% | +20.4% | -20.1% | -5.5% |
| 6M | +22.4% | +37.9% | -15.5% | +10.3% |
| YTD | -4.8% | +51.8% | -56.6% | -17.3% |
| 1Y | -0.2% | +56.6% | -56.8% | -14.1% |
| 3Y | +57.9% | +24.2% | +33.7% | +32.5% |
| 5Y | -26.1% | +0.7% | -26.8% | -34.8% |
| All | +183.4% | +456.5% | -273.2% | +17.1% |
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