+451.1%
WST vs WU
-35.7%
+486.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +1.4% | +11.0% | -9.7% | -1.2% |
| 30D | +12.7% | +13.4% | -0.7% | +9.3% |
| 3M | +17.2% | +2.2% | +14.9% | +16.1% |
| 6M | +26.7% | -18.2% | +44.9% | +31.3% |
| YTD | +50.3% | -18.3% | +68.6% | +55.5% |
| 1Y | +50.2% | -12.2% | +62.4% | +52.5% |
| 3Y | +21.7% | -20.8% | +42.5% | +23.7% |
| 5Y | +2.0% | -42.6% | +44.6% | +11.4% |
| 10Y | +451.1% | -35.5% | +486.6% | +436.0% |
| All | +451.1% | -35.7% | +486.8% | +436.0% |
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