+676.6%
UMAC vs WST
-14.0%
+690.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.7% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -9.4% | -2.0% | -7.4% | -9.0% |
| 3M | +3.0% | +4.1% | -1.1% | +2.4% |
| 6M | +27.2% | +47.4% | -20.2% | +18.1% |
| YTD | +84.7% | +25.4% | +59.3% | +76.4% |
| 1Y | +136.5% | +35.3% | +101.2% | +121.8% |
| All | +676.6% | -14.0% | +690.6% | +571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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