+1,842.6%
UMC vs WEC
+146.6%
+1,696.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -0.6% | +9.6% | +9.0% |
| 30D | +17.2% | -2.6% | +19.9% | +17.3% |
| 3M | +11.4% | -6.0% | +17.4% | +11.5% |
| 6M | +137.5% | -5.4% | +142.9% | +137.5% |
| YTD | +193.1% | +2.5% | +190.6% | +191.7% |
| 1Y | +240.3% | -0.7% | +241.0% | +239.2% |
| 3Y | +262.2% | +38.7% | +223.5% | +253.4% |
| 5Y | +143.1% | +31.7% | +111.5% | +137.9% |
| All | +1,842.6% | +146.6% | +1,696.0% | +1,834.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling