-26.6%
U vs WST
+51.6%
-78.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +2.8% | +4.9% | -2.0% | +0.8% |
| 30D | +7.6% | +10.7% | -3.1% | +2.7% |
| 3M | +12.7% | +16.8% | -4.1% | +4.9% |
| 6M | +87.0% | +32.0% | +55.0% | +64.7% |
| YTD | +13.6% | +49.9% | -36.3% | -6.7% |
| 1Y | +25.3% | +50.6% | -25.3% | +2.5% |
| 3Y | +85.8% | +21.4% | +64.4% | +42.2% |
| 5Y | -74.5% | -0.6% | -73.9% | -77.9% |
| All | -26.6% | +51.6% | -78.2% | -54.5% |
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