-0.1%
WST vs URA
+25.6%
-25.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.5% |
| 7D | +4.2% | -1.5% | +5.8% | +4.5% |
| 30D | +11.2% | -10.4% | +21.6% | +13.1% |
| 3M | +20.4% | -29.6% | +50.0% | +26.9% |
| 6M | +37.9% | -40.3% | +78.2% | +48.8% |
| YTD | +51.8% | -25.5% | +77.3% | +54.5% |
| 1Y | +56.6% | -26.4% | +83.0% | +59.5% |
| 3Y | +24.2% | +31.4% | -7.2% | +5.0% |
| All | -0.1% | +25.6% | -25.7% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling