+204.5%
URI vs WST
+1.0%
+203.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +6.7% | +4.2% | +2.5% | +5.5% |
| 30D | +8.9% | +11.2% | -2.4% | +5.9% |
| 3M | +0.5% | +20.4% | -19.8% | -4.5% |
| 6M | +20.7% | +37.9% | -17.2% | +10.2% |
| YTD | +40.0% | +51.8% | -11.8% | +24.5% |
| 1Y | +34.4% | +56.6% | -22.2% | +18.6% |
| 3Y | +149.5% | +24.2% | +125.3% | +115.4% |
| All | +204.5% | +1.0% | +203.6% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling