-6.3%
UNH vs WST
+1.1%
-7.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | +4.8% | +12.9% | -8.0% | +3.6% |
| 3M | -1.7% | +16.7% | -18.4% | -3.2% |
| 6M | +5.9% | +26.8% | -20.9% | +3.4% |
| YTD | +22.8% | +50.5% | -27.7% | +17.7% |
| 1Y | +25.9% | +52.9% | -27.0% | +20.5% |
| 3Y | -21.4% | +23.9% | -45.4% | -25.4% |
| 5Y | -6.3% | +1.0% | -7.3% | -5.0% |
| All | -6.3% | +1.1% | -7.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling