-2.2%
WST vs WU
-41.8%
+39.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | -3.1% | +11.7% | -14.8% | -5.3% |
| 30D | +9.1% | +12.6% | -3.5% | +6.4% |
| 3M | +14.7% | -0.5% | +15.2% | +14.4% |
| 6M | +28.0% | -18.2% | +46.2% | +32.3% |
| YTD | +45.6% | -19.0% | +64.6% | +50.6% |
| 1Y | +45.7% | -16.7% | +62.3% | +49.4% |
| 3Y | +21.1% | -21.0% | +42.1% | +21.9% |
| All | -2.2% | -41.8% | +39.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling