+197.5%
EWT vs UMC
+261.2%
-63.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.0% |
| 7D | -1.1% | +9.0% | -10.1% | -4.0% |
| 30D | +4.5% | +17.2% | -12.8% | -1.3% |
| 3M | +8.3% | +11.4% | -3.1% | +2.6% |
| 6M | +54.2% | +137.5% | -83.3% | +11.9% |
| YTD | +74.6% | +193.1% | -118.5% | +13.7% |
| 1Y | +84.9% | +240.3% | -155.4% | +12.3% |
| 3Y | +197.5% | +262.2% | -64.7% | +71.8% |
| All | +197.5% | +261.2% | -63.6% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling