+115.0%
UMC vs GWW
+55.5%
+59.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -1.1% |
| 7D | -14.7% | +11.1% | -25.8% | -13.3% |
| 30D | -32.9% | +15.7% | -48.6% | -31.5% |
| 3M | -22.2% | +14.8% | -36.9% | -20.6% |
| 6M | +25.9% | +30.9% | -5.0% | +29.5% |
| YTD | +107.9% | +48.5% | +59.4% | +129.9% |
| 1Y | +115.0% | +57.1% | +57.9% | +135.1% |
| All | +115.0% | +55.5% | +59.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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