+243.6%
UMC vs BBWI
+220.7%
+22.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +3.7% |
| 7D | +5.0% | +1.5% | +3.4% | +4.4% |
| 30D | +7.7% | -5.2% | +12.9% | +8.5% |
| 3M | +1.7% | +11.1% | -9.4% | -3.3% |
| 6M | +113.9% | -13.4% | +127.3% | +117.0% |
| YTD | +168.9% | +0.1% | +168.8% | +157.8% |
| 1Y | +207.2% | -36.1% | +243.3% | +231.9% |
| 3Y | +227.7% | -44.1% | +271.8% | +244.9% |
| 5Y | +118.0% | -66.2% | +184.3% | +156.4% |
| 10Y | +1,682.1% | -54.8% | +1,736.9% | +1,390.7% |
| All | +243.6% | +220.7% | +22.8% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling