+1,842.6%
UMC vs ITW
+194.8%
+1,647.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.9% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +17.2% | -8.3% | +25.6% | +21.2% |
| 3M | +11.4% | +6.0% | +5.4% | +7.8% |
| 6M | +137.5% | 0.0% | +137.5% | +135.2% |
| YTD | +193.1% | +10.2% | +182.9% | +177.0% |
| 1Y | +240.3% | +3.2% | +237.1% | +230.1% |
| 3Y | +262.2% | +21.0% | +241.2% | +223.6% |
| 5Y | +143.1% | +37.9% | +105.2% | +104.2% |
| All | +1,842.6% | +194.8% | +1,647.7% | +1,282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling