+263.0%
UMC vs CDW
-30.2%
+293.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.2% |
| 7D | +13.6% | -4.2% | +17.9% | +14.1% |
| 30D | +20.8% | +4.9% | +15.9% | +19.7% |
| 3M | +16.1% | +7.3% | +8.9% | +14.7% |
| 6M | +137.3% | +19.2% | +118.1% | +126.0% |
| YTD | +193.8% | +6.2% | +187.6% | +186.5% |
| 1Y | +236.1% | -14.0% | +250.1% | +252.0% |
| All | +263.0% | -30.2% | +293.2% | +277.6% |
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