+315.5%
UMAC vs WST
+3.0%
+312.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -13.9% | +1.4% | -15.3% | -13.9% |
| 30D | -39.6% | +12.7% | -52.3% | -41.0% |
| 3M | -53.6% | +17.2% | -70.8% | -55.1% |
| 6M | -6.2% | +26.7% | -32.8% | -10.4% |
| YTD | -1.2% | +50.3% | -51.5% | -9.1% |
| 1Y | +9.7% | +50.2% | -40.6% | +1.0% |
| All | +315.5% | +3.0% | +312.5% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling