+1,802.2%
UMC vs W
+177.7%
+1,624.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.5% | +5.0% |
| 7D | +6.6% | +6.5% | +0.1% | +5.7% |
| 30D | +16.6% | -6.2% | +22.8% | +17.4% |
| 3M | +11.0% | +48.9% | -37.9% | +5.0% |
| 6M | +131.3% | +31.2% | +100.1% | +121.5% |
| YTD | +182.5% | -0.4% | +182.9% | +177.7% |
| 1Y | +222.3% | +14.8% | +207.4% | +209.0% |
| 3Y | +253.0% | +40.5% | +212.5% | +212.2% |
| 5Y | +141.8% | -62.1% | +204.0% | +122.4% |
| 10Y | +1,772.2% | +141.5% | +1,630.7% | +1,296.0% |
| All | +1,802.2% | +177.7% | +1,624.5% | +1,285.2% |
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