+5.3%
UNH vs WST
-25.8%
+31.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -1.5% | -4.6% | +3.1% | -1.1% |
| 3M | -0.8% | +5.7% | -6.5% | -1.4% |
| 6M | +41.8% | +37.6% | +4.2% | +37.3% |
| YTD | +23.1% | +23.0% | 0.0% | +20.3% |
| 1Y | +28.5% | +33.8% | -5.3% | +24.6% |
| 3Y | -11.8% | -13.4% | +1.6% | -12.6% |
| 5Y | +5.3% | -27.0% | +32.3% | +7.5% |
| All | +5.3% | -25.8% | +31.1% | +7.5% |
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 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