+37.8%
WST vs TMF
-15.2%
+53.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | -3.1% | -2.8% | -0.3% | -2.7% |
| 3M | +7.2% | -10.9% | +18.1% | +9.2% |
| 6M | +36.8% | -21.3% | +58.1% | +42.3% |
| YTD | +23.8% | -15.9% | +39.7% | +28.0% |
| 1Y | +37.8% | -15.7% | +53.5% | +38.6% |
| All | +37.8% | -15.2% | +53.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling