+115.0%
UMC vs WAT
+32.9%
+82.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.5% |
| 7D | -14.7% | -1.9% | -12.7% | -14.2% |
| 30D | -32.9% | +6.2% | -39.1% | -33.9% |
| 3M | -22.2% | +18.1% | -40.2% | -25.9% |
| 6M | +25.9% | +54.9% | -29.0% | +9.7% |
| YTD | +107.9% | +23.1% | +84.8% | +87.3% |
| 1Y | +115.0% | +27.3% | +87.7% | +93.1% |
| All | +115.0% | +32.9% | +82.1% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling