+757.4%
UMAC vs WST
-15.7%
+773.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.7% | +10.0% | +9.5% |
| 7D | +14.7% | -0.3% | +15.0% | +14.8% |
| 30D | -0.5% | -4.6% | +4.1% | +0.6% |
| 3M | +0.5% | +5.7% | -5.2% | -0.4% |
| 6M | +57.9% | +37.6% | +20.4% | +48.5% |
| YTD | +103.9% | +23.0% | +80.9% | +95.6% |
| 1Y | +159.3% | +33.8% | +125.4% | +143.9% |
| All | +757.4% | -15.7% | +773.1% | +644.0% |
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 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