+243.6%
UMC vs WCC
+3,987.3%
-3,743.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.3% |
| 7D | +5.0% | +4.5% | +0.5% | +3.4% |
| 30D | +7.7% | -5.8% | +13.5% | +9.7% |
| 3M | +1.7% | -3.7% | +5.3% | +3.3% |
| 6M | +113.9% | +23.1% | +90.9% | +99.0% |
| YTD | +168.9% | +44.2% | +124.7% | +135.7% |
| 1Y | +207.2% | +62.1% | +145.1% | +156.9% |
| 3Y | +227.7% | +121.1% | +106.6% | +131.6% |
| 5Y | +118.0% | +214.0% | -95.9% | +30.8% |
| 10Y | +1,682.1% | +472.8% | +1,209.3% | +643.8% |
| All | +243.6% | +3,987.3% | -3,743.7% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling