-36.6%
AUR vs WST
+3.2%
-39.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +8.7% | +0.7% | +8.0% | +8.6% |
| 30D | -5.2% | -3.1% | -2.1% | -4.5% |
| 3M | -7.3% | +7.2% | -14.5% | -9.0% |
| 6M | +41.2% | +36.8% | +4.4% | +29.3% |
| YTD | +65.1% | +23.8% | +41.3% | +54.7% |
| 1Y | +13.4% | +37.8% | -24.4% | +3.0% |
| 3Y | +98.1% | -15.9% | +114.0% | +103.6% |
| 5Y | -36.0% | -25.8% | -10.2% | -33.6% |
| All | -36.6% | +3.2% | -39.8% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling