+260.9%
UMC vs WCN
+3,896.9%
-3,635.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | +6.6% | -0.4% | +7.0% | +6.7% |
| 30D | +16.6% | -2.1% | +18.7% | +17.5% |
| 3M | +11.0% | +6.4% | +4.6% | +6.4% |
| 6M | +131.3% | -3.7% | +135.0% | +129.9% |
| YTD | +182.5% | -6.4% | +188.8% | +182.8% |
| 1Y | +222.3% | -7.9% | +230.2% | +224.0% |
| 3Y | +253.0% | +20.8% | +232.2% | +205.4% |
| 5Y | +141.8% | +29.0% | +112.9% | +100.6% |
| 10Y | +1,772.2% | +236.4% | +1,535.9% | +817.9% |
| All | +260.9% | +3,896.9% | -3,635.9% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling