+2,173.6%
WST vs TMF
-68.9%
+2,242.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.7% | -1.4% | +2.2% | +0.6% |
| 30D | -3.1% | -2.8% | -0.3% | -3.4% |
| 3M | +7.2% | -10.9% | +18.1% | +6.2% |
| 6M | +36.8% | -21.3% | +58.1% | +34.2% |
| YTD | +23.8% | -15.9% | +39.7% | +22.2% |
| 1Y | +37.8% | -15.7% | +53.5% | +36.1% |
| 3Y | -15.9% | -43.4% | +27.5% | -18.6% |
| 5Y | -25.8% | -87.8% | +61.9% | -39.3% |
| 10Y | +319.6% | -86.7% | +406.3% | +270.6% |
| All | +2,173.6% | -68.9% | +2,242.5% | +2,441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling