+2,420.7%
WST vs WU
-22.9%
+2,443.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +4.9% | -5.3% | +10.1% | +6.4% |
| 30D | +10.7% | +9.0% | +1.7% | +7.7% |
| 3M | +16.8% | -3.6% | +20.4% | +17.3% |
| 6M | +32.0% | -19.4% | +51.4% | +38.0% |
| YTD | +49.9% | -21.7% | +71.6% | +57.7% |
| 1Y | +50.6% | -16.1% | +66.8% | +55.1% |
| 3Y | +21.4% | -24.1% | +45.5% | +25.4% |
| 5Y | -0.6% | -44.1% | +43.6% | +10.6% |
| 10Y | +449.4% | -39.6% | +489.0% | +468.2% |
| All | +2,420.7% | -22.9% | +2,443.5% | +2,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling