+236.3%
UNH vs WST
+341.6%
-105.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -3.5% | -2.0% | -1.4% | -3.1% |
| 3M | -4.2% | +4.1% | -8.3% | -5.0% |
| 6M | +38.3% | +47.4% | -9.1% | +27.4% |
| YTD | +19.2% | +25.4% | -6.2% | +13.2% |
| 1Y | +15.0% | +35.3% | -20.3% | +7.2% |
| 3Y | -14.5% | -11.7% | -2.8% | -16.8% |
| 5Y | +4.6% | -24.0% | +28.6% | +5.9% |
| All | +236.3% | +341.6% | -105.3% | +78.9% |
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