+513.6%
EWT vs UMC
+1,863.6%
-1,350.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.1% |
| 7D | -1.1% | +9.0% | -10.1% | -3.8% |
| 30D | +4.5% | +17.2% | -12.8% | -0.7% |
| 3M | +8.3% | +11.4% | -3.1% | +3.3% |
| 6M | +54.2% | +137.5% | -83.3% | +15.8% |
| YTD | +74.6% | +193.1% | -118.5% | +21.1% |
| 1Y | +84.9% | +240.3% | -155.4% | +22.1% |
| 3Y | +197.5% | +262.2% | -64.7% | +90.8% |
| 5Y | +150.6% | +143.1% | +7.5% | +73.6% |
| All | +513.6% | +1,863.6% | -1,350.0% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling