+115.0%
UMC vs W
+21.5%
+93.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.0% | -13.1% | -4.1% |
| 7D | -14.7% | +8.4% | -23.0% | -16.0% |
| 30D | -32.9% | +16.5% | -49.4% | -34.9% |
| 3M | -22.2% | +6.4% | -28.6% | -23.2% |
| 6M | +25.9% | +90.5% | -64.6% | +10.9% |
| YTD | +107.9% | +23.1% | +84.9% | +80.1% |
| 1Y | +115.0% | +24.3% | +90.8% | +86.5% |
| All | +115.0% | +21.5% | +93.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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