+1,198.4%
UMC vs WM
+337.2%
+861.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | -35.1% | +13.3% | -48.5% | -36.5% |
| 3M | -20.5% | +4.4% | -24.8% | -21.1% |
| 6M | -1.7% | +10.8% | -12.6% | -4.7% |
| YTD | +92.8% | +9.1% | +83.7% | +87.1% |
| 1Y | +104.5% | +19.1% | +85.3% | +93.5% |
| 3Y | +129.8% | +45.7% | +84.2% | +102.5% |
| 5Y | +74.0% | +60.4% | +13.6% | +47.6% |
| 10Y | +1,198.4% | +328.7% | +869.7% | +757.1% |
| All | +1,198.4% | +337.2% | +861.2% | +757.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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