+115.0%
UMC vs NWSA
+18.2%
+96.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -0.6% |
| 7D | -14.7% | +4.3% | -18.9% | -13.2% |
| 30D | -32.9% | +5.6% | -38.4% | -31.3% |
| 3M | -22.2% | +7.3% | -29.4% | -19.6% |
| 6M | +25.9% | +18.8% | +7.1% | +34.4% |
| YTD | +107.9% | +17.9% | +90.0% | +122.1% |
| 1Y | +115.0% | +19.3% | +95.7% | +128.5% |
| All | +115.0% | +18.2% | +96.8% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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