+344.9%
TRV vs WST
+456.5%
-111.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.0% | +4.2% | -2.2% | +1.5% |
| 30D | +6.7% | +11.2% | -4.5% | +5.4% |
| 3M | +9.4% | +20.4% | -11.0% | +6.9% |
| 6M | +37.7% | +37.9% | -0.2% | +32.2% |
| YTD | +40.6% | +51.8% | -11.2% | +32.9% |
| 1Y | +42.4% | +56.6% | -14.2% | +34.1% |
| 3Y | +148.1% | +24.2% | +123.9% | +132.0% |
| 5Y | +181.7% | +0.7% | +181.0% | +171.5% |
| All | +344.9% | +456.5% | -111.6% | +167.8% |
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 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