+136,006.1%
UNH vs WST
+12,330.1%
+123,676.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -3.8% | -3.1% | -0.6% | -3.0% |
| 3M | +0.7% | +7.2% | -6.5% | -1.1% |
| 6M | +37.9% | +36.8% | +1.1% | +26.7% |
| YTD | +21.9% | +23.8% | -1.9% | +14.6% |
| 1Y | +31.4% | +37.8% | -6.4% | +19.8% |
| 3Y | -11.4% | -15.9% | +4.5% | -14.4% |
| 5Y | +2.5% | -25.8% | +28.4% | -0.4% |
| 10Y | +242.9% | +319.6% | -76.7% | +93.8% |
| All | +136,006.1% | +12,330.1% | +123,676.0% | +33,682.7% |
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