+144.1%
UMC vs NWSA
+40.0%
+104.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -2.8% | +11.8% | +10.2% |
| 30D | +17.2% | +3.0% | +14.2% | +15.6% |
| 3M | +11.4% | +12.3% | -0.9% | +4.5% |
| 6M | +137.5% | +21.9% | +115.6% | +113.7% |
| YTD | +193.1% | +13.6% | +179.5% | +170.8% |
| 1Y | +240.3% | +0.5% | +239.8% | +234.4% |
| 3Y | +262.2% | +43.8% | +218.4% | +187.0% |
| All | +144.1% | +40.0% | +104.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling