+766.8%
EWT vs UMC
+292.9%
+473.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.3% |
| 7D | +2.1% | +13.6% | -11.5% | -2.8% |
| 30D | +9.4% | +20.8% | -11.4% | +1.6% |
| 3M | +10.9% | +16.1% | -5.3% | +2.6% |
| 6M | +57.9% | +137.3% | -79.4% | +9.9% |
| YTD | +75.9% | +193.8% | -117.8% | +10.7% |
| 1Y | +89.7% | +236.1% | -146.4% | +13.1% |
| 3Y | +200.9% | +267.1% | -66.2% | +70.3% |
| 5Y | +154.5% | +145.3% | +9.2% | +62.2% |
| 10Y | +520.8% | +1,857.3% | -1,336.5% | +52.9% |
| All | +766.8% | +292.9% | +473.9% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling