+141.8%
UMC vs WST
-25.8%
+167.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.7% | +5.2% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | +16.6% | -4.6% | +21.2% | +17.4% |
| 3M | +11.0% | +5.7% | +5.3% | +9.9% |
| 6M | +131.3% | +37.6% | +93.7% | +118.9% |
| YTD | +182.5% | +23.0% | +159.5% | +171.4% |
| 1Y | +222.3% | +33.8% | +188.4% | +204.3% |
| 3Y | +253.0% | -13.4% | +266.4% | +249.6% |
| 5Y | +141.8% | -27.0% | +168.8% | +141.5% |
| All | +141.8% | -25.8% | +167.6% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling