+115.0%
UMC vs ITW
+24.0%
+91.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -1.4% |
| 7D | -14.7% | +6.3% | -21.0% | -13.0% |
| 30D | -32.9% | +11.1% | -43.9% | -30.7% |
| 3M | -22.2% | +0.1% | -22.3% | -21.2% |
| 6M | +25.9% | +18.1% | +7.8% | +29.0% |
| YTD | +107.9% | +21.4% | +86.5% | +128.0% |
| 1Y | +115.0% | +22.9% | +92.2% | +136.5% |
| All | +115.0% | +24.0% | +91.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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