+7,128.3%
URI vs WST
+7,630.4%
-502.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.0% | -3.1% | -5.4% |
| 7D | -12.9% | -5.8% | -7.1% | -10.6% |
| 30D | -3.4% | +5.3% | -8.7% | -5.5% |
| 3M | -10.0% | +11.8% | -21.8% | -14.4% |
| 6M | +12.2% | +26.7% | -14.5% | +0.5% |
| YTD | +29.8% | +43.0% | -13.2% | +10.5% |
| 1Y | +24.6% | +38.9% | -14.2% | +7.3% |
| 3Y | +137.6% | +18.2% | +119.4% | +92.1% |
| 5Y | +176.6% | -1.5% | +178.1% | +135.0% |
| 10Y | +1,402.6% | +439.0% | +963.6% | +398.6% |
| All | +7,128.3% | +7,630.4% | -502.1% | +694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling