+99.5%
U vs WST
+19.1%
+80.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.3% |
| 7D | +36.6% | -3.1% | +39.7% | +37.0% |
| 30D | +13.3% | +9.1% | +4.2% | +11.9% |
| 3M | +26.2% | +14.7% | +11.5% | +23.8% |
| 6M | +88.7% | +28.0% | +60.7% | +82.6% |
| YTD | +16.6% | +45.6% | -29.1% | +10.4% |
| 1Y | +29.0% | +45.7% | -16.7% | +22.0% |
| 3Y | +99.5% | +21.1% | +78.4% | +69.5% |
| All | +99.5% | +19.1% | +80.4% | +69.5% |
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 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