+240.3%
UMC vs NWSA
+3.0%
+237.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +9.0% | -2.8% | +11.8% | +8.3% |
| 30D | +17.2% | +3.0% | +14.2% | +18.1% |
| 3M | +11.4% | +12.3% | -0.9% | +15.0% |
| 6M | +137.5% | +21.9% | +115.6% | +141.7% |
| YTD | +193.1% | +13.6% | +179.5% | +202.0% |
| 1Y | +240.3% | +0.5% | +239.8% | +271.0% |
| All | +240.3% | +3.0% | +237.3% | +271.0% |
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