+16.9%
UMAC vs WST
+54.9%
-38.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -5.3% |
| 7D | -5.2% | +4.2% | -9.4% | -7.0% |
| 30D | -36.4% | +11.2% | -47.6% | -38.7% |
| 3M | -58.6% | +20.4% | -79.0% | -61.2% |
| 6M | -24.6% | +37.9% | -62.5% | -30.9% |
| YTD | -11.5% | +51.8% | -63.3% | -18.8% |
| 1Y | +16.9% | +56.6% | -39.7% | +4.8% |
| All | +16.9% | +54.9% | -38.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling