+340.8%
TRV vs WST
+451.8%
-111.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | +7.5% | +12.4% | -4.9% | +6.0% |
| 3M | +6.7% | +17.6% | -10.9% | +4.6% |
| 6M | +35.5% | +28.3% | +7.2% | +31.2% |
| YTD | +39.3% | +50.5% | -11.2% | +31.8% |
| 1Y | +41.8% | +49.4% | -7.6% | +34.3% |
| 3Y | +147.3% | +21.9% | +125.4% | +131.9% |
| 5Y | +178.3% | +0.4% | +178.0% | +168.2% |
| All | +340.8% | +451.8% | -111.0% | +165.5% |
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