+137.5%
UMC vs WCC
+211.6%
-74.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.4% |
| 7D | +11.4% | +1.7% | +9.7% | +10.8% |
| 30D | +16.8% | -6.1% | +22.8% | +19.1% |
| 3M | +19.1% | +3.1% | +16.0% | +18.2% |
| 6M | +137.4% | +28.2% | +109.2% | +119.6% |
| YTD | +186.4% | +41.1% | +145.3% | +155.3% |
| 1Y | +229.1% | +61.3% | +167.8% | +179.2% |
| 3Y | +257.9% | +123.6% | +134.2% | +152.5% |
| 5Y | +137.5% | +214.8% | -77.2% | +30.6% |
| All | +137.5% | +211.6% | -74.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling