+0.4%
WST vs TMF
-88.3%
+88.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.1% | -3.4% | +4.4% | +1.3% |
| 30D | +12.4% | +11.5% | +0.9% | +11.6% |
| 3M | +17.6% | -4.5% | +22.1% | +17.8% |
| 6M | +28.3% | -15.0% | +43.2% | +29.4% |
| YTD | +50.5% | -19.9% | +70.3% | +52.3% |
| 1Y | +49.4% | -26.6% | +76.0% | +51.9% |
| 3Y | +21.9% | -29.8% | +51.7% | +22.0% |
| 5Y | +0.4% | -88.2% | +88.6% | +12.6% |
| All | +0.4% | -88.3% | +88.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling