+263.0%
UMC vs W
+38.0%
+225.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +13.6% | +5.9% | +7.7% | +12.7% |
| 30D | +20.8% | -3.0% | +23.8% | +21.2% |
| 3M | +16.1% | +40.3% | -24.2% | +9.9% |
| 6M | +137.3% | +32.2% | +105.1% | +125.5% |
| YTD | +193.8% | -0.3% | +194.0% | +186.1% |
| 1Y | +236.1% | +16.2% | +219.9% | +218.3% |
| All | +263.0% | +38.0% | +225.0% | +210.7% |
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