+1,637.0%
UMC vs GWRE
+741.3%
+895.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +9.0% | -13.2% | +22.2% | +11.8% |
| 30D | +17.2% | -18.6% | +35.8% | +20.4% |
| 3M | +11.4% | +18.9% | -7.5% | +3.4% |
| 6M | +137.5% | -11.0% | +148.5% | +133.2% |
| YTD | +193.1% | -29.9% | +223.0% | +203.2% |
| 1Y | +240.3% | -44.3% | +284.6% | +272.7% |
| 3Y | +262.2% | +51.7% | +210.5% | +190.5% |
| 5Y | +143.1% | +15.4% | +127.7% | +103.1% |
| 10Y | +1,853.0% | +129.4% | +1,723.6% | +1,336.5% |
| All | +1,637.0% | +741.3% | +895.7% | +1,082.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling