+139.7%
UMC vs W
+160.9%
-21.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | +17.8% | -1.7% | +19.5% | +18.1% |
| 30D | -29.6% | +3.2% | -32.8% | -29.9% |
| 3M | -18.4% | +8.3% | -26.7% | -19.4% |
| 6M | -0.1% | +84.3% | -84.4% | -8.7% |
| YTD | +104.0% | +11.0% | +93.0% | +95.5% |
| 1Y | +121.5% | -0.2% | +121.7% | +114.6% |
| All | +139.7% | +160.9% | -21.2% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling