+160.7%
UMC vs WST
+10,364.3%
-10,203.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +17.8% | +4.9% | +12.9% | +15.8% |
| 30D | -29.6% | +10.7% | -40.3% | -32.0% |
| 3M | -18.4% | +16.8% | -35.2% | -23.1% |
| 6M | -0.1% | +32.0% | -32.1% | -10.3% |
| YTD | +104.0% | +49.9% | +54.1% | +72.6% |
| 1Y | +121.5% | +50.6% | +70.9% | +86.5% |
| 3Y | +135.0% | +21.4% | +113.6% | +89.9% |
| 5Y | +83.0% | -0.6% | +83.6% | +55.3% |
| 10Y | +1,312.7% | +449.4% | +863.3% | +388.8% |
| All | +160.7% | +10,364.3% | -10,203.6% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling