+8,438.8%
USB vs WST
+12,330.1%
-3,891.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -1.3% | -3.1% | +1.8% | -0.5% |
| 3M | +15.2% | +7.2% | +8.0% | +12.8% |
| 6M | +18.8% | +36.8% | -18.0% | +8.1% |
| YTD | +21.0% | +23.8% | -2.8% | +12.7% |
| 1Y | +34.0% | +37.8% | -3.8% | +20.5% |
| 3Y | +95.3% | -15.9% | +111.2% | +88.3% |
| 5Y | +40.4% | -25.8% | +66.2% | +35.9% |
| 10Y | +107.3% | +319.6% | -212.3% | +6.7% |
| All | +8,438.8% | +12,330.1% | -3,891.3% | +1,783.6% |
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