-1.1%
TRU vs WST
-15.5%
+14.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -2.8% | -4.6% | +1.8% | -2.2% |
| 3M | +13.0% | +5.7% | +7.3% | +12.0% |
| 6M | +0.7% | +37.6% | -36.9% | -4.0% |
| YTD | -9.0% | +23.0% | -32.0% | -12.1% |
| 1Y | -16.3% | +33.8% | -50.1% | -20.0% |
| 3Y | -1.1% | -13.4% | +12.3% | -2.8% |
| All | -1.1% | -15.5% | +14.5% | -2.8% |
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