+240.3%
UMC vs GWRE
-44.7%
+285.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +9.0% | -13.2% | +22.2% | +7.0% |
| 30D | +17.2% | -18.6% | +35.8% | +14.6% |
| 3M | +11.4% | +18.9% | -7.5% | +12.2% |
| 6M | +137.5% | -11.0% | +148.5% | +146.9% |
| YTD | +193.1% | -29.9% | +223.0% | +230.0% |
| 1Y | +240.3% | -44.3% | +284.6% | +311.7% |
| All | +240.3% | -44.7% | +285.0% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling