-36.7%
AUR vs WST
+4.5%
-41.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.2% |
| 7D | +0.2% | +0.4% | -0.3% | 0.0% |
| 30D | -8.9% | -2.0% | -6.9% | -8.5% |
| 3M | +4.6% | +4.1% | +0.5% | +3.5% |
| 6M | +44.9% | +47.4% | -2.6% | +30.0% |
| YTD | +64.8% | +25.4% | +39.4% | +54.0% |
| 1Y | +16.4% | +35.3% | -18.9% | +6.1% |
| 3Y | +85.1% | -11.7% | +96.8% | +84.6% |
| 5Y | -36.1% | -24.0% | -12.1% | -33.9% |
| All | -36.7% | +4.5% | -41.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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