+260.9%
UMC vs WCC
+4,088.6%
-3,827.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.2% |
| 7D | +6.6% | +8.5% | -1.9% | +3.7% |
| 30D | +16.6% | -1.0% | +17.5% | +16.7% |
| 3M | +11.0% | +2.1% | +8.9% | +10.6% |
| 6M | +131.3% | +36.8% | +94.5% | +107.8% |
| YTD | +182.5% | +47.7% | +134.8% | +145.6% |
| 1Y | +222.3% | +66.5% | +155.7% | +167.1% |
| 3Y | +253.0% | +134.2% | +118.9% | +144.9% |
| 5Y | +141.8% | +231.6% | -89.8% | +42.4% |
| 10Y | +1,772.2% | +508.1% | +1,264.1% | +665.1% |
| All | +260.9% | +4,088.6% | -3,827.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WCC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling