+97.0%
AUR vs WST
-13.7%
+110.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | +11.1% | -1.7% | +12.8% | +11.1% |
| 30D | -6.9% | -4.3% | -2.6% | -6.9% |
| 3M | +5.5% | +0.7% | +4.8% | +5.5% |
| 6M | +41.0% | +36.0% | +5.0% | +41.3% |
| YTD | +69.3% | +22.7% | +46.5% | +68.5% |
| 1Y | +14.0% | +34.1% | -20.1% | +14.3% |
| All | +97.0% | -13.7% | +110.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling