+275.3%
UMC vs GWW
+6,918.4%
-6,643.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | +13.6% | -0.5% | +14.1% | +13.8% |
| 30D | +20.8% | -1.4% | +22.2% | +21.4% |
| 3M | +16.1% | -3.6% | +19.8% | +17.7% |
| 6M | +137.3% | +15.1% | +122.2% | +117.3% |
| YTD | +193.8% | +27.5% | +166.3% | +151.6% |
| 1Y | +236.1% | +29.6% | +206.5% | +183.9% |
| 3Y | +267.1% | +90.1% | +177.0% | +142.8% |
| 5Y | +145.3% | +222.6% | -77.3% | +15.6% |
| 10Y | +1,857.3% | +566.5% | +1,290.8% | +378.5% |
| All | +275.3% | +6,918.4% | -6,643.0% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling