+240.3%
UMC vs WCC
+66.6%
+173.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +0.8% |
| 7D | +9.0% | +1.5% | +7.5% | +8.3% |
| 30D | +17.2% | -2.1% | +19.4% | +18.1% |
| 3M | +11.4% | +3.8% | +7.6% | +9.4% |
| 6M | +137.5% | +35.0% | +102.5% | +122.6% |
| YTD | +193.1% | +46.4% | +146.7% | +170.9% |
| 1Y | +240.3% | +63.0% | +177.3% | +204.6% |
| All | +240.3% | +66.6% | +173.7% | +204.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling