-36.2%
TRU vs WST
-27.5%
-8.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | -2.5% | -4.3% | +1.8% | -1.4% |
| 3M | +10.4% | +0.7% | +9.6% | +10.0% |
| 6M | +1.6% | +36.0% | -34.4% | -6.7% |
| YTD | -9.7% | +22.7% | -32.4% | -15.1% |
| 1Y | -17.3% | +34.1% | -51.4% | -24.2% |
| 3Y | -1.8% | -13.6% | +11.7% | -4.2% |
| 5Y | -36.2% | -26.0% | -10.2% | -39.7% |
| All | -36.2% | -27.5% | -8.7% | -39.7% |
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