-37.5%
U vs WST
+24.4%
-61.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +4.5% | -0.3% | +4.7% | +4.6% |
| 30D | -0.6% | -4.6% | +4.0% | +1.4% |
| 3M | +48.4% | +5.7% | +42.7% | +44.7% |
| 6M | +115.4% | +37.6% | +77.8% | +84.6% |
| YTD | -3.2% | +23.0% | -26.3% | -13.1% |
| 1Y | -6.0% | +33.8% | -39.9% | -19.6% |
| 3Y | +13.5% | -13.4% | +26.8% | +7.1% |
| 5Y | -68.0% | -27.0% | -41.1% | -67.3% |
| All | -37.5% | +24.4% | -61.9% | -57.6% |
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 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