+229.1%
UMC vs W
+13.1%
+216.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | +16.8% | -5.6% | +22.4% | +17.9% |
| 3M | +19.1% | +41.9% | -22.8% | +11.6% |
| 6M | +137.4% | +30.2% | +107.2% | +124.4% |
| YTD | +186.4% | -2.9% | +189.3% | +168.7% |
| 1Y | +229.1% | +11.6% | +217.5% | +199.4% |
| All | +229.1% | +13.1% | +216.0% | +199.4% |
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