+144.1%
UMC vs BBWI
-67.2%
+211.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +1.1% |
| 7D | +9.0% | -4.8% | +13.8% | +9.9% |
| 30D | +17.2% | +3.5% | +13.8% | +15.6% |
| 3M | +11.4% | -0.3% | +11.7% | +9.8% |
| 6M | +137.5% | -5.4% | +142.9% | +135.4% |
| YTD | +193.1% | -4.7% | +197.8% | +186.9% |
| 1Y | +240.3% | -30.5% | +270.8% | +255.7% |
| 3Y | +262.2% | -44.3% | +306.5% | +278.0% |
| All | +144.1% | -67.2% | +211.3% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling