+434.7%
WST vs URA
+278.3%
+156.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | +9.1% | -19.0% | +28.1% | +12.9% |
| 3M | +14.7% | -25.1% | +39.8% | +20.0% |
| 6M | +28.0% | -44.5% | +72.5% | +40.3% |
| YTD | +45.6% | -24.3% | +70.0% | +48.8% |
| 1Y | +45.7% | -28.1% | +73.8% | +49.9% |
| 3Y | +21.1% | +40.7% | -19.6% | +4.3% |
| 5Y | +0.3% | +35.5% | -35.1% | -15.6% |
| All | +434.7% | +278.3% | +156.4% | +231.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling