+1,151.9%
URI vs WST
+449.7%
+702.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +9.3% | +4.9% | +4.5% | +7.7% |
| 30D | +7.6% | +10.7% | -3.1% | +4.2% |
| 3M | +1.0% | +16.8% | -15.8% | -4.0% |
| 6M | +19.8% | +32.0% | -12.1% | +9.0% |
| YTD | +41.9% | +49.9% | -8.1% | +23.7% |
| 1Y | +33.4% | +50.6% | -17.3% | +16.1% |
| 3Y | +156.0% | +21.4% | +134.6% | +117.4% |
| 5Y | +209.5% | -0.6% | +210.1% | +177.1% |
| All | +1,151.9% | +449.7% | +702.1% | +427.4% |
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