-0.1%
WST vs TMF
-88.6%
+88.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +4.2% | -9.3% | +13.5% | +4.8% |
| 30D | +11.2% | +1.9% | +9.3% | +11.1% |
| 3M | +20.4% | -11.2% | +31.6% | +21.2% |
| 6M | +37.9% | -17.7% | +55.6% | +39.4% |
| YTD | +51.8% | -24.5% | +76.2% | +54.2% |
| 1Y | +56.6% | -29.4% | +86.1% | +59.7% |
| 3Y | +24.2% | -33.4% | +57.6% | +24.7% |
| All | -0.1% | -88.6% | +88.5% | +12.4% |
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