+240.3%
UMC vs WAT
+38.4%
+201.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +17.2% | -1.9% | +19.1% | +17.7% |
| 3M | +11.4% | +13.5% | -2.1% | +7.7% |
| 6M | +137.5% | +37.2% | +100.3% | +121.3% |
| YTD | +193.1% | +7.5% | +185.6% | +175.4% |
| 1Y | +240.3% | +35.0% | +205.3% | +226.4% |
| All | +240.3% | +38.4% | +201.9% | +226.4% |
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 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