+144.1%
UMC vs WCN
+24.9%
+119.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -3.1% | +12.1% | +9.4% |
| 30D | +17.2% | -3.4% | +20.6% | +17.6% |
| 3M | +11.4% | +3.0% | +8.4% | +9.8% |
| 6M | +137.5% | -3.8% | +141.3% | +137.6% |
| YTD | +193.1% | -8.3% | +201.4% | +197.1% |
| 1Y | +240.3% | -9.7% | +250.0% | +246.4% |
| 3Y | +262.2% | +17.2% | +245.0% | +221.0% |
| All | +144.1% | +24.9% | +119.2% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling