+253.9%
UMC vs WCN
+18.2%
+235.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.7% |
| 7D | +11.4% | -4.4% | +15.8% | +10.5% |
| 30D | +16.8% | -4.4% | +21.2% | +15.9% |
| 3M | +19.1% | +0.5% | +18.6% | +18.7% |
| 6M | +137.4% | -3.3% | +140.7% | +138.2% |
| YTD | +186.4% | -8.5% | +194.9% | +189.6% |
| 1Y | +229.1% | -8.9% | +238.0% | +233.2% |
| All | +253.9% | +18.2% | +235.7% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling