+1,333.4%
UMC vs WST
+451.8%
+881.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | +0.1% | +1.1% | -0.9% | +0.1% |
| 30D | -28.7% | +12.4% | -41.1% | -30.2% |
| 3M | -15.1% | +17.6% | -32.7% | -17.9% |
| 6M | +5.0% | +28.3% | -23.3% | -0.5% |
| YTD | +108.2% | +50.5% | +57.7% | +89.9% |
| 1Y | +121.7% | +49.4% | +72.3% | +102.3% |
| 3Y | +139.8% | +21.9% | +117.9% | +114.4% |
| 5Y | +85.1% | +0.4% | +84.7% | +70.2% |
| All | +1,333.4% | +451.8% | +881.6% | +772.7% |
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