+144.6%
UMC vs WST
+23.3%
+121.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -29.0% |
| 3M | -15.1% | +17.6% | -32.7% | -15.6% |
| 6M | +5.0% | +28.3% | -23.3% | +3.9% |
| YTD | +108.2% | +50.5% | +57.7% | +104.1% |
| 1Y | +121.7% | +49.4% | +72.3% | +117.4% |
| All | +144.6% | +23.3% | +121.3% | +128.1% |
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