+1,272.7%
UMC vs WEC
+197.9%
+1,074.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +11.2% | +2.3% | +8.9% | +11.2% |
| 30D | -28.0% | +11.1% | -39.1% | -28.2% |
| 3M | -20.5% | +8.4% | -29.0% | -20.7% |
| 6M | -1.6% | +7.5% | -9.1% | -1.8% |
| YTD | +99.4% | +15.3% | +84.0% | +98.0% |
| 1Y | +120.4% | +9.7% | +110.7% | +119.5% |
| 3Y | +134.2% | +64.7% | +69.6% | +127.5% |
| 5Y | +78.8% | +57.3% | +21.6% | +74.4% |
| All | +1,272.7% | +197.9% | +1,074.8% | +1,319.2% |
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