+1,135.8%
URI vs WST
+456.5%
+679.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | +6.7% | +4.2% | +2.5% | +5.3% |
| 30D | +8.9% | +11.2% | -2.4% | +5.2% |
| 3M | +0.5% | +20.4% | -19.8% | -5.5% |
| 6M | +20.7% | +37.9% | -17.2% | +8.1% |
| YTD | +40.0% | +51.8% | -11.8% | +21.6% |
| 1Y | +34.4% | +56.6% | -22.2% | +15.5% |
| 3Y | +149.5% | +24.2% | +125.3% | +110.0% |
| 5Y | +205.6% | +0.7% | +204.9% | +172.4% |
| All | +1,135.8% | +456.5% | +679.3% | +418.5% |
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 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