+115.0%
UMC vs BBWI
+2.4%
+112.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.0% |
| 7D | -14.7% | +8.8% | -23.4% | -14.5% |
| 30D | -32.9% | +34.8% | -67.7% | -32.7% |
| 3M | -22.2% | +12.9% | -35.1% | -21.2% |
| 6M | +25.9% | +29.6% | -3.7% | +25.5% |
| YTD | +107.9% | +20.8% | +87.1% | +105.8% |
| 1Y | +115.0% | +4.1% | +111.0% | +114.5% |
| All | +115.0% | +2.4% | +112.7% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling