+22.7%
USB vs WST
-7.2%
+29.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.6% |
| 30D | +4.3% | +5.3% | -1.0% | +3.5% |
| 3M | -6.1% | +11.8% | -17.9% | -7.7% |
| 6M | +9.4% | +26.7% | -17.3% | +5.4% |
| YTD | +15.2% | +43.0% | -27.8% | +8.4% |
| 1Y | +32.8% | +38.9% | -6.1% | +25.5% |
| 3Y | +91.3% | +18.2% | +73.1% | +76.3% |
| 5Y | +22.7% | -1.5% | +24.2% | +8.8% |
| All | +22.7% | -7.2% | +29.9% | +8.8% |
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 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