+1,798.0%
UMC vs WAT
+166.5%
+1,631.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +11.4% | -2.9% | +14.3% | +12.4% |
| 30D | +16.8% | -3.2% | +20.0% | +17.9% |
| 3M | +19.1% | +10.6% | +8.5% | +14.8% |
| 6M | +137.4% | +34.0% | +103.4% | +113.8% |
| YTD | +186.4% | +5.7% | +180.6% | +177.2% |
| 1Y | +229.1% | +37.1% | +192.0% | +189.5% |
| 3Y | +257.9% | +52.4% | +205.5% | +189.9% |
| 5Y | +137.5% | -4.4% | +142.0% | +123.6% |
| All | +1,798.0% | +166.5% | +1,631.5% | +1,225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling