+42.9%
WST vs URA
-32.2%
+75.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +1.3% | -10.5% | +11.8% | +1.9% |
| 30D | +8.5% | -18.6% | +27.1% | +9.6% |
| 3M | +17.2% | -23.0% | +40.3% | +18.7% |
| 6M | +36.3% | -40.3% | +76.6% | +39.6% |
| YTD | +48.9% | -23.5% | +72.4% | +44.5% |
| 1Y | +42.9% | -31.1% | +74.0% | +41.5% |
| All | +42.9% | -32.2% | +75.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling