+317.5%
UMAC vs WST
+3.2%
+314.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -35.6% | +12.4% | -48.0% | -37.1% |
| 3M | -51.3% | +17.6% | -68.9% | -52.9% |
| 6M | -17.5% | +28.3% | -45.8% | -21.4% |
| YTD | -0.7% | +50.5% | -51.2% | -8.7% |
| 1Y | +16.5% | +49.4% | -32.9% | +7.4% |
| All | +317.5% | +3.2% | +314.3% | +247.4% |
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