+1,242.5%
UMC vs W
+210.9%
+1,031.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +11.2% | +0.2% | +11.0% | +11.2% |
| 30D | -28.0% | +6.8% | -34.9% | -28.6% |
| 3M | -20.5% | +10.7% | -31.2% | -21.7% |
| 6M | -1.6% | +86.3% | -87.9% | -9.6% |
| YTD | +99.4% | +11.5% | +87.9% | +92.9% |
| 1Y | +120.4% | +5.1% | +115.3% | +114.3% |
| 3Y | +134.2% | +171.0% | -36.8% | +91.6% |
| 5Y | +78.8% | -56.6% | +135.5% | +61.8% |
| 10Y | +1,280.4% | +213.4% | +1,067.0% | +905.8% |
| All | +1,242.5% | +210.9% | +1,031.6% | +862.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling