+1,818.2%
WST vs URA
-31.1%
+1,849.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.7% | +1.1% | -0.3% | +0.5% |
| 30D | -3.1% | +7.4% | -10.5% | -4.6% |
| 3M | +7.2% | -8.4% | +15.6% | +8.4% |
| 6M | +36.8% | -12.7% | +49.5% | +38.6% |
| YTD | +23.8% | +7.8% | +16.1% | +19.1% |
| 1Y | +37.8% | +19.5% | +18.3% | +28.1% |
| 3Y | -15.9% | +116.4% | -132.3% | -33.7% |
| 5Y | -25.8% | +134.3% | -160.1% | -44.5% |
| 10Y | +319.6% | +359.3% | -39.7% | +150.9% |
| All | +1,818.2% | -31.1% | +1,849.3% | +1,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling