+272.3%
UMAC vs WST
+4.0%
+268.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -4.9% |
| 7D | -5.2% | +4.2% | -9.4% | -6.1% |
| 30D | -36.4% | +11.2% | -47.6% | -37.7% |
| 3M | -58.6% | +20.4% | -79.0% | -60.1% |
| 6M | -24.6% | +37.9% | -62.5% | -29.2% |
| YTD | -11.5% | +51.8% | -63.3% | -18.7% |
| 1Y | +16.9% | +56.6% | -39.7% | +6.7% |
| All | +272.3% | +4.0% | +268.2% | +209.1% |
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