+154.7%
UMC vs BBWI
+251.6%
-96.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +12.9% | -40.9% | -30.8% |
| 3M | -20.5% | +16.0% | -36.5% | -25.4% |
| 6M | -1.6% | +16.6% | -18.2% | -9.2% |
| YTD | +99.4% | +9.7% | +89.6% | +83.7% |
| 1Y | +120.4% | +1.5% | +118.9% | +104.2% |
| 3Y | +134.2% | -21.4% | +155.6% | +118.9% |
| 5Y | +78.8% | -67.6% | +146.4% | +111.8% |
| 10Y | +1,280.4% | -46.8% | +1,327.2% | +975.7% |
| All | +154.7% | +251.6% | -96.9% | -55.2% |
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 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