+83.0%
UMC vs W
-54.3%
+137.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.0% |
| 3M | -18.4% | +8.3% | -26.7% | -19.7% |
| 6M | -0.1% | +84.3% | -84.4% | -10.4% |
| YTD | +104.0% | +11.0% | +93.0% | +95.3% |
| 1Y | +121.5% | -0.2% | +121.7% | +115.0% |
| 3Y | +135.0% | +157.9% | -22.9% | +80.1% |
| 5Y | +83.0% | -56.8% | +139.8% | +61.8% |
| All | +83.0% | -54.3% | +137.4% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling