+41.2%
USB vs WST
-25.7%
+66.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -1.3% | -3.1% | +1.8% | -0.9% |
| 3M | +15.2% | +7.2% | +8.0% | +13.9% |
| 6M | +18.8% | +36.8% | -18.0% | +13.0% |
| YTD | +21.0% | +23.8% | -2.8% | +16.6% |
| 1Y | +34.0% | +37.8% | -3.8% | +26.7% |
| 3Y | +95.3% | -15.9% | +111.2% | +92.9% |
| All | +41.2% | -25.7% | +66.9% | +27.4% |
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 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