+434.7%
WST vs TMF
-84.4%
+519.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | +9.1% | +19.7% | -10.6% | +9.6% |
| 3M | +14.7% | -2.1% | +16.8% | +14.7% |
| 6M | +28.0% | -13.4% | +41.5% | +27.6% |
| YTD | +45.6% | -16.7% | +62.4% | +45.1% |
| 1Y | +45.7% | -23.3% | +69.0% | +44.7% |
| 3Y | +21.1% | -24.8% | +45.9% | +21.0% |
| 5Y | +0.3% | -88.0% | +88.4% | -12.5% |
| All | +434.7% | -84.4% | +519.1% | +427.9% |
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