+154.7%
UMC vs WAT
+500.7%
-345.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +11.2% | +0.6% | +10.6% | +11.0% |
| 30D | -28.0% | +5.4% | -33.5% | -29.3% |
| 3M | -20.5% | +11.3% | -31.8% | -23.9% |
| 6M | -1.6% | +37.4% | -39.0% | -13.4% |
| YTD | +99.4% | +21.2% | +78.2% | +82.3% |
| 1Y | +120.4% | +21.3% | +99.1% | +101.1% |
| 3Y | +134.2% | +83.4% | +50.8% | +73.2% |
| 5Y | +78.8% | +29.0% | +49.9% | +49.7% |
| 10Y | +1,280.4% | +223.9% | +1,056.5% | +661.1% |
| All | +154.7% | +500.7% | -345.9% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling