+134.2%
UMC vs WAT
+82.3%
+51.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +11.2% | +0.6% | +10.6% | +11.1% |
| 30D | -28.0% | +5.4% | -33.5% | -28.8% |
| 3M | -20.5% | +11.3% | -31.8% | -22.7% |
| 6M | -1.6% | +37.4% | -39.0% | -9.5% |
| YTD | +99.4% | +21.2% | +78.2% | +87.2% |
| 1Y | +120.4% | +21.3% | +99.1% | +106.7% |
| 3Y | +134.2% | +83.4% | +50.8% | +106.6% |
| All | +134.2% | +82.3% | +51.9% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling