+232.6%
TRU vs WST
+634.7%
-402.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.2% | +4.9% | -7.0% | -3.6% |
| 30D | +20.2% | +10.7% | +9.5% | +16.4% |
| 3M | +2.2% | +16.8% | -14.6% | -2.8% |
| 6M | +17.6% | +32.0% | -14.4% | +7.3% |
| YTD | -5.0% | +49.9% | -54.9% | -17.2% |
| 1Y | -1.0% | +50.6% | -51.6% | -13.9% |
| 3Y | +56.5% | +21.4% | +35.1% | +32.2% |
| 5Y | -26.2% | -0.6% | -25.7% | -34.6% |
| 10Y | +184.5% | +449.4% | -265.0% | +23.0% |
| All | +232.6% | +634.7% | -402.1% | +24.2% |
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