+124.3%
UMC vs CDW
-15.4%
+139.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | -8.3% | +13.1% | -21.4% | -9.5% |
| 30D | -34.5% | +19.1% | -53.6% | -35.7% |
| 3M | -20.0% | +24.7% | -44.7% | -22.2% |
| 6M | -0.7% | +63.4% | -64.1% | -7.9% |
| YTD | +94.7% | +26.3% | +68.4% | +86.5% |
| 1Y | +106.0% | +20.6% | +85.4% | +100.3% |
| 3Y | +124.3% | -16.3% | +140.6% | +124.9% |
| All | +124.3% | -15.4% | +139.7% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling