+243.6%
UMC vs WST
+8,544.1%
-8,300.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.9% |
| 7D | +5.0% | +0.7% | +4.2% | +4.6% |
| 30D | +7.7% | -3.1% | +10.8% | +8.7% |
| 3M | +1.7% | +7.2% | -5.5% | -1.3% |
| 6M | +113.9% | +36.8% | +77.1% | +88.3% |
| YTD | +168.9% | +23.8% | +145.0% | +144.2% |
| 1Y | +207.2% | +37.8% | +169.4% | +165.6% |
| 3Y | +227.7% | -15.9% | +243.6% | +207.0% |
| 5Y | +118.0% | -25.8% | +143.9% | +107.8% |
| 10Y | +1,682.1% | +319.6% | +1,362.5% | +585.7% |
| All | +243.6% | +8,544.1% | -8,300.5% | -77.9% |
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