+265.9%
UMC vs ITW
+1,694.9%
-1,429.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +11.4% | -2.4% | +13.8% | +13.2% |
| 30D | +16.8% | -9.5% | +26.3% | +25.2% |
| 3M | +19.1% | +6.6% | +12.4% | +12.1% |
| 6M | +137.4% | -1.8% | +139.2% | +136.1% |
| YTD | +186.4% | +9.0% | +177.4% | +161.1% |
| 1Y | +229.1% | +3.6% | +225.5% | +209.6% |
| 3Y | +257.9% | +19.4% | +238.4% | +195.5% |
| 5Y | +137.5% | +36.4% | +101.1% | +75.2% |
| 10Y | +1,808.2% | +190.0% | +1,618.2% | +554.3% |
| All | +265.9% | +1,694.9% | -1,429.0% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling