+104.6%
UL vs WST
+446.4%
-341.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +6.8% | +12.7% | -6.0% | +4.9% |
| 3M | +5.7% | +17.2% | -11.4% | +3.3% |
| 6M | +15.9% | +26.7% | -10.8% | +11.8% |
| YTD | +4.3% | +50.3% | -46.0% | -2.3% |
| 1Y | -0.4% | +50.2% | -50.7% | -6.7% |
| 3Y | +35.0% | +21.7% | +13.2% | +25.7% |
| 5Y | +31.6% | +2.0% | +29.6% | +24.8% |
| 10Y | +104.6% | +451.1% | -346.5% | +32.5% |
| All | +104.6% | +446.4% | -341.7% | +32.5% |
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