+207.2%
UMC vs WETO
-98.9%
+306.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -20.8% | +25.4% | +4.7% |
| 7D | +5.0% | -55.4% | +60.4% | +5.2% |
| 30D | +7.7% | -48.5% | +56.2% | +7.2% |
| 3M | +1.7% | -97.5% | +99.2% | +5.9% |
| 6M | +113.9% | -94.2% | +208.1% | +123.0% |
| YTD | +168.9% | -97.0% | +265.9% | +175.6% |
| 1Y | +207.2% | -98.9% | +306.1% | +204.9% |
| All | +207.2% | -98.9% | +306.1% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling