-34.4%
AUR vs WST
-27.5%
-6.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +11.1% | -1.7% | +12.8% | +11.6% |
| 30D | -6.9% | -4.3% | -2.6% | -5.9% |
| 3M | +5.5% | +0.7% | +4.8% | +5.2% |
| 6M | +41.0% | +36.0% | +5.0% | +29.0% |
| YTD | +69.3% | +22.7% | +46.5% | +58.8% |
| 1Y | +14.0% | +34.1% | -20.1% | +4.1% |
| 3Y | +90.1% | -13.6% | +103.6% | +90.8% |
| 5Y | -34.4% | -26.0% | -8.4% | -28.2% |
| All | -34.4% | -27.5% | -6.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling