-8.8%
UL vs WST
+35.8%
-44.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.9% | -4.6% | +5.5% | +1.2% |
| 3M | +14.2% | +5.7% | +8.5% | +13.7% |
| 6M | -3.2% | +37.6% | -40.8% | -5.4% |
| YTD | -0.3% | +23.0% | -23.4% | -1.6% |
| 1Y | -8.8% | +33.8% | -42.6% | -11.1% |
| All | -8.8% | +35.8% | -44.5% | -11.1% |
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