+207.2%
UMC vs ITW
+5.8%
+201.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.5% |
| 7D | +5.0% | -3.6% | +8.5% | +4.4% |
| 30D | +7.7% | -9.1% | +16.8% | +6.2% |
| 3M | +1.7% | +8.2% | -6.6% | +0.9% |
| 6M | +113.9% | -4.8% | +118.7% | +105.8% |
| YTD | +168.9% | +11.0% | +157.9% | +176.4% |
| 1Y | +207.2% | +4.2% | +203.0% | +217.1% |
| All | +207.2% | +5.8% | +201.4% | +217.1% |
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