+199.3%
URI vs WST
+1.1%
+198.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.3% | +3.6% | +6.0% |
| 7D | -4.0% | +1.3% | -5.3% | -4.3% |
| 30D | +6.8% | +12.9% | -6.1% | +3.4% |
| 3M | -2.8% | +16.7% | -19.5% | -6.8% |
| 6M | +20.9% | +26.8% | -6.0% | +12.9% |
| YTD | +40.2% | +50.5% | -10.2% | +25.0% |
| 1Y | +34.1% | +52.9% | -18.8% | +19.0% |
| 3Y | +164.1% | +23.9% | +140.2% | +128.0% |
| 5Y | +199.3% | +1.0% | +198.3% | +162.0% |
| All | +199.3% | +1.1% | +198.3% | +162.0% |
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