+145.3%
UMC vs WEC
+30.7%
+114.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.0% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +20.8% | +0.9% | +19.9% | +20.8% |
| 3M | +16.1% | -5.3% | +21.5% | +15.8% |
| 6M | +137.3% | -6.6% | +143.9% | +136.6% |
| YTD | +193.8% | +3.3% | +190.5% | +191.8% |
| 1Y | +236.1% | +2.1% | +234.0% | +233.7% |
| 3Y | +267.1% | +39.6% | +227.5% | +259.3% |
| 5Y | +145.3% | +31.2% | +114.1% | +132.1% |
| All | +145.3% | +30.7% | +114.6% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling