+1,982.2%
WST vs WU
-19.6%
+2,001.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.7% | -0.8% | +1.6% | +1.0% |
| 30D | -3.1% | -1.1% | -2.0% | -3.0% |
| 3M | +7.2% | -3.9% | +11.1% | +7.1% |
| 6M | +36.8% | -20.7% | +57.5% | +44.1% |
| YTD | +23.8% | -18.4% | +42.2% | +29.3% |
| 1Y | +37.8% | -8.1% | +45.8% | +38.0% |
| 3Y | -15.9% | -24.2% | +8.3% | -12.6% |
| 5Y | -25.8% | -50.4% | +24.6% | -14.3% |
| 10Y | +319.6% | -40.0% | +359.6% | +337.4% |
| All | +1,982.2% | -19.6% | +2,001.8% | +1,692.9% |
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