+120.5%
URI vs WST
-15.6%
+136.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -12.9% | -3.1% | -9.8% | -12.4% |
| 3M | -6.7% | +7.2% | -13.9% | -8.2% |
| 6M | +19.0% | +36.8% | -17.8% | +12.1% |
| YTD | +25.5% | +23.8% | +1.7% | +19.7% |
| 1Y | +5.5% | +37.8% | -32.2% | -1.2% |
| All | +120.5% | -15.6% | +136.2% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling