+207.2%
UMC vs CDW
-5.0%
+212.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.5% |
| 7D | +5.0% | +3.2% | +1.8% | +5.1% |
| 30D | +7.7% | +9.3% | -1.6% | +8.1% |
| 3M | +1.7% | +9.8% | -8.1% | +3.5% |
| 6M | +113.9% | +23.3% | +90.6% | +117.6% |
| YTD | +168.9% | +13.7% | +155.2% | +174.0% |
| 1Y | +207.2% | -6.5% | +213.7% | +221.5% |
| All | +207.2% | -5.0% | +212.2% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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