+324.5%
WST vs URA
+371.9%
-47.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | -0.3% | +8.1% | -8.4% | -1.6% |
| 30D | -4.6% | +5.8% | -10.4% | -5.7% |
| 3M | +5.7% | +3.4% | +2.3% | +4.6% |
| 6M | +37.6% | -2.6% | +40.2% | +36.5% |
| YTD | +23.0% | +11.2% | +11.9% | +18.0% |
| 1Y | +33.8% | +19.8% | +14.0% | +25.1% |
| 3Y | -13.4% | +121.5% | -134.8% | -31.1% |
| 5Y | -27.0% | +134.5% | -161.4% | -44.5% |
| 10Y | +324.5% | +376.7% | -52.1% | +146.3% |
| All | +324.5% | +371.9% | -47.4% | +146.3% |
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