+1,179.9%
URI vs WST
+321.8%
+858.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -12.9% | -3.1% | -9.8% | -12.0% |
| 3M | -6.7% | +7.2% | -13.9% | -9.1% |
| 6M | +19.0% | +36.8% | -17.8% | +7.4% |
| YTD | +25.5% | +23.8% | +1.7% | +16.6% |
| 1Y | +5.5% | +37.8% | -32.2% | -6.0% |
| 3Y | +111.3% | -15.9% | +127.2% | +106.0% |
| 5Y | +198.6% | -25.8% | +224.4% | +196.8% |
| All | +1,179.9% | +321.8% | +858.1% | +433.5% |
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