-25.4%
WST vs URA
+128.0%
-153.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +0.7% | +1.1% | -0.3% | +0.6% |
| 30D | -3.1% | +7.4% | -10.5% | -4.3% |
| 3M | +7.2% | -8.4% | +15.6% | +8.2% |
| 6M | +36.8% | -12.7% | +49.5% | +38.3% |
| YTD | +23.8% | +7.8% | +16.1% | +19.6% |
| 1Y | +37.8% | +19.5% | +18.3% | +28.8% |
| 3Y | -15.9% | +116.4% | -132.3% | -33.3% |
| All | -25.4% | +128.0% | -153.4% | -43.1% |
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