+1,272.7%
UMC vs CDW
+312.7%
+960.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +11.2% | +9.3% | +1.9% | +8.2% |
| 30D | -28.0% | +14.4% | -42.4% | -31.0% |
| 3M | -20.5% | +21.4% | -42.0% | -25.8% |
| 6M | -1.6% | +72.8% | -74.4% | -19.8% |
| YTD | +99.4% | +28.0% | +71.4% | +75.6% |
| 1Y | +120.4% | +19.3% | +101.1% | +99.6% |
| 3Y | +134.2% | -15.3% | +149.5% | +137.4% |
| 5Y | +78.8% | -3.8% | +82.6% | +70.2% |
| All | +1,272.7% | +312.7% | +960.1% | +907.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling