+1.1%
UL vs WST
+47.3%
-46.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.2% |
| 7D | +4.7% | +1.3% | +3.4% | +4.5% |
| 30D | +11.6% | +8.5% | +3.1% | +10.8% |
| 3M | +5.3% | +17.2% | -11.9% | +3.9% |
| 6M | +16.0% | +36.3% | -20.2% | +13.1% |
| YTD | +5.0% | +48.9% | -43.9% | +2.4% |
| 1Y | +1.1% | +42.9% | -41.8% | -0.3% |
| All | +1.1% | +47.3% | -46.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling