+458.6%
WST vs WU
-38.9%
+497.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | +4.2% | -2.0% | +6.3% | +4.7% |
| 30D | +11.2% | +11.4% | -0.2% | +8.3% |
| 3M | +20.4% | -6.8% | +27.2% | +21.9% |
| 6M | +37.9% | -14.6% | +52.5% | +41.3% |
| YTD | +51.8% | -20.6% | +72.4% | +58.1% |
| 1Y | +56.6% | -15.4% | +72.0% | +60.4% |
| 3Y | +24.2% | -23.6% | +47.8% | +27.3% |
| 5Y | +0.7% | -43.4% | +44.0% | +10.2% |
| All | +458.6% | -38.9% | +497.6% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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