+139,599.4%
UNH vs WST
+14,947.6%
+124,651.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.4% | +4.9% | -2.5% | +1.2% |
| 30D | +7.2% | +10.7% | -3.4% | +4.6% |
| 3M | +0.5% | +16.8% | -16.3% | -3.4% |
| 6M | +3.4% | +32.0% | -28.5% | -3.7% |
| YTD | +25.2% | +49.9% | -24.8% | +12.1% |
| 1Y | +22.7% | +50.6% | -28.0% | +9.7% |
| 3Y | -20.3% | +21.4% | -41.7% | -30.0% |
| 5Y | -3.4% | -0.6% | -2.8% | -13.1% |
| 10Y | +226.8% | +449.4% | -222.6% | +72.5% |
| All | +139,599.4% | +14,947.6% | +124,651.8% | +32,934.1% |
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