+78.0%
UMC vs CDW
-2.4%
+80.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | -8.3% | +13.1% | -21.4% | -11.6% |
| 30D | -34.5% | +19.1% | -53.6% | -38.0% |
| 3M | -20.0% | +24.7% | -44.7% | -26.0% |
| 6M | -0.7% | +63.4% | -64.1% | -18.4% |
| YTD | +94.7% | +26.3% | +68.4% | +71.7% |
| 1Y | +106.0% | +20.6% | +85.4% | +85.8% |
| 3Y | +124.3% | -16.3% | +140.6% | +134.8% |
| 5Y | +78.0% | -3.9% | +81.9% | +59.9% |
| All | +78.0% | -2.4% | +80.3% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling