+293.8%
TRV vs WST
+341.6%
-47.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -1.8% | -2.0% | +0.2% | -1.6% |
| 3M | +21.6% | +4.1% | +17.5% | +20.8% |
| 6M | +22.5% | +47.4% | -25.0% | +16.4% |
| YTD | +28.1% | +25.4% | +2.7% | +24.0% |
| 1Y | +37.0% | +35.3% | +1.7% | +31.0% |
| 3Y | +141.9% | -11.7% | +153.6% | +137.8% |
| 5Y | +158.5% | -24.0% | +182.5% | +160.6% |
| All | +293.8% | +341.6% | -47.8% | +140.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling