+144.1%
UMC vs GWRE
+15.1%
+129.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +9.0% | -13.2% | +22.2% | +11.1% |
| 30D | +17.2% | -18.6% | +35.8% | +19.5% |
| 3M | +11.4% | +18.9% | -7.5% | +3.2% |
| 6M | +137.5% | -11.0% | +148.5% | +134.6% |
| YTD | +193.1% | -29.9% | +223.0% | +209.5% |
| 1Y | +240.3% | -44.3% | +284.6% | +285.8% |
| 3Y | +262.2% | +51.7% | +210.5% | +151.7% |
| All | +144.1% | +15.1% | +129.1% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling