+120.4%
UMC vs BBWI
+0.1%
+120.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +12.9% | -40.9% | -27.7% |
| 3M | -20.5% | +16.0% | -36.5% | -20.0% |
| 6M | -1.6% | +16.6% | -18.2% | -1.5% |
| YTD | +99.4% | +9.7% | +89.6% | +98.3% |
| 1Y | +120.4% | +1.5% | +118.9% | +119.4% |
| All | +120.4% | +0.1% | +120.3% | +119.4% |
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