+1,556.2%
UMC vs CDW
+903.1%
+653.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +5.0% | +3.2% | +1.8% | +3.9% |
| 30D | +7.7% | +9.3% | -1.6% | +4.5% |
| 3M | +1.7% | +9.8% | -8.1% | -2.4% |
| 6M | +113.9% | +23.3% | +90.6% | +93.6% |
| YTD | +168.9% | +13.7% | +155.2% | +148.1% |
| 1Y | +207.2% | -6.5% | +213.7% | +203.6% |
| 3Y | +227.7% | -25.2% | +252.9% | +245.0% |
| 5Y | +118.0% | -19.5% | +137.5% | +120.6% |
| 10Y | +1,682.1% | +285.8% | +1,396.3% | +1,109.2% |
| All | +1,556.2% | +903.1% | +653.1% | +1,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling