+451.1%
WST vs TMF
-82.2%
+533.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | -0.2% |
| 7D | +1.4% | -1.1% | +2.4% | +1.3% |
| 30D | +12.7% | +11.8% | +0.9% | +13.0% |
| 3M | +17.2% | -4.0% | +21.2% | +17.1% |
| 6M | +26.7% | -16.5% | +43.2% | +26.1% |
| YTD | +50.3% | -19.9% | +70.2% | +49.6% |
| 1Y | +50.2% | -25.6% | +75.8% | +49.2% |
| 3Y | +21.7% | -29.9% | +51.6% | +21.3% |
| 5Y | +2.0% | -88.2% | +90.3% | -11.1% |
| 10Y | +451.1% | -81.7% | +532.8% | +438.5% |
| All | +451.1% | -82.2% | +533.3% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling