+1,842.6%
UMC vs BBWI
-55.0%
+1,897.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +1.5% |
| 7D | +9.0% | -4.8% | +13.8% | +9.6% |
| 30D | +17.2% | +3.5% | +13.8% | +16.2% |
| 3M | +11.4% | -0.3% | +11.7% | +10.4% |
| 6M | +137.5% | -5.4% | +142.9% | +136.4% |
| YTD | +193.1% | -4.7% | +197.8% | +189.7% |
| 1Y | +240.3% | -30.5% | +270.8% | +249.5% |
| 3Y | +262.2% | -44.3% | +306.5% | +274.3% |
| 5Y | +143.1% | -66.9% | +210.0% | +160.4% |
| All | +1,842.6% | -55.0% | +1,897.5% | +1,729.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling