+207.2%
UMC vs WST
+37.6%
+169.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.6% |
| 7D | +5.0% | +0.7% | +4.2% | +4.9% |
| 30D | +7.7% | -3.1% | +10.8% | +7.9% |
| 3M | +1.7% | +7.2% | -5.5% | +1.3% |
| 6M | +113.9% | +36.8% | +77.1% | +109.7% |
| YTD | +168.9% | +23.8% | +145.0% | +159.6% |
| 1Y | +207.2% | +37.8% | +169.4% | +198.2% |
| All | +207.2% | +37.6% | +169.6% | +198.2% |
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