+145.3%
UMC vs W
-62.3%
+207.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +13.6% | +5.9% | +7.7% | +12.6% |
| 30D | +20.8% | -3.0% | +23.8% | +21.2% |
| 3M | +16.1% | +40.3% | -24.2% | +9.1% |
| 6M | +137.3% | +32.2% | +105.1% | +124.0% |
| YTD | +193.8% | -0.3% | +194.0% | +186.7% |
| 1Y | +236.1% | +16.2% | +219.9% | +217.0% |
| 3Y | +267.1% | +40.7% | +226.4% | +211.7% |
| 5Y | +145.3% | -62.3% | +207.6% | +123.5% |
| All | +145.3% | -62.3% | +207.6% | +123.5% |
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 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