+2,653.9%
UL vs WST
+12,330.1%
-9,676.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | +0.5% | -3.1% | +3.6% | +1.0% |
| 3M | +17.6% | +7.2% | +10.4% | +16.0% |
| 6M | -5.4% | +36.8% | -42.2% | -11.0% |
| YTD | +0.7% | +23.8% | -23.1% | -3.8% |
| 1Y | -9.3% | +37.8% | -47.0% | -15.2% |
| 3Y | +24.5% | -15.9% | +40.4% | +22.0% |
| 5Y | +23.2% | -25.8% | +49.0% | +21.1% |
| 10Y | +64.5% | +319.6% | -255.1% | +10.0% |
| All | +2,653.9% | +12,330.1% | -9,676.3% | +972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling