+1,798.0%
UMC vs W
+155.6%
+1,642.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.1% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | +16.8% | -5.6% | +22.4% | +17.6% |
| 3M | +19.1% | +41.9% | -22.8% | +12.8% |
| 6M | +137.4% | +30.2% | +107.2% | +126.7% |
| YTD | +186.4% | -2.9% | +189.3% | +182.0% |
| 1Y | +229.1% | +11.6% | +217.5% | +215.5% |
| 3Y | +257.9% | +37.0% | +220.9% | +213.9% |
| 5Y | +137.5% | -62.8% | +200.4% | +117.7% |
| All | +1,798.0% | +155.6% | +1,642.3% | +1,318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling