+253.0%
UMC vs WST
-15.5%
+268.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.7% | +5.1% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | +16.6% | -4.6% | +21.2% | +16.8% |
| 3M | +11.0% | +5.7% | +5.3% | +10.7% |
| 6M | +131.3% | +37.6% | +93.7% | +127.4% |
| YTD | +182.5% | +23.0% | +159.5% | +178.5% |
| 1Y | +222.3% | +33.8% | +188.4% | +216.2% |
| 3Y | +253.0% | -13.4% | +266.4% | +257.5% |
| All | +253.0% | -15.5% | +268.6% | +257.5% |
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