+21.1%
WST vs URA
+36.0%
-14.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.5% |
| 7D | -3.1% | -4.1% | +1.0% | -2.8% |
| 30D | +9.1% | -19.0% | +28.1% | +10.8% |
| 3M | +14.7% | -25.1% | +39.8% | +17.0% |
| 6M | +28.0% | -44.5% | +72.5% | +33.5% |
| YTD | +45.6% | -24.3% | +70.0% | +46.2% |
| 1Y | +45.7% | -28.1% | +73.8% | +46.9% |
| 3Y | +21.1% | +40.7% | -19.6% | +12.4% |
| All | +21.1% | +36.0% | -14.9% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling