+1,857.3%
UMC vs WST
+325.7%
+1,531.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +13.6% | -1.7% | +15.3% | +14.0% |
| 30D | +20.8% | -4.3% | +25.1% | +21.7% |
| 3M | +16.1% | +0.7% | +15.4% | +15.8% |
| 6M | +137.3% | +36.0% | +101.3% | +121.7% |
| YTD | +193.8% | +22.7% | +171.0% | +179.3% |
| 1Y | +236.1% | +34.1% | +202.0% | +212.3% |
| 3Y | +267.1% | -13.6% | +280.7% | +257.7% |
| 5Y | +145.3% | -26.0% | +171.3% | +141.6% |
| 10Y | +1,857.3% | +335.8% | +1,521.6% | +1,206.0% |
| All | +1,857.3% | +325.7% | +1,531.6% | +1,206.0% |
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 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