+283.9%
UMC vs WETO
-99.4%
+383.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.4% |
| 7D | +9.0% | -4.3% | +13.3% | +9.0% |
| 30D | +17.2% | -39.9% | +57.1% | +16.7% |
| 3M | +11.4% | -97.9% | +109.3% | +13.8% |
| 6M | +137.5% | -95.0% | +232.5% | +142.9% |
| YTD | +193.1% | -97.2% | +290.3% | +197.7% |
| 1Y | +240.3% | -98.9% | +339.2% | +242.5% |
| All | +283.9% | -99.4% | +383.3% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling