-13.4%
WST vs WU
-27.2%
+13.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.3% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | +5.7% | -1.8% | +7.5% | +5.1% |
| 6M | +37.6% | -23.9% | +61.5% | +43.3% |
| YTD | +23.0% | -20.4% | +43.4% | +27.1% |
| 1Y | +33.8% | -10.6% | +44.4% | +35.0% |
| 3Y | -13.4% | -27.7% | +14.4% | -11.1% |
| All | -13.4% | -27.2% | +13.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling