+1,772.2%
UMC vs WM
+305.2%
+1,467.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.2% |
| 7D | +6.6% | -0.9% | +7.5% | +6.7% |
| 30D | +16.6% | -4.3% | +20.9% | +17.4% |
| 3M | +11.0% | +0.8% | +10.3% | +9.7% |
| 6M | +131.3% | -10.8% | +142.0% | +135.3% |
| YTD | +182.5% | -0.1% | +182.5% | +178.6% |
| 1Y | +222.3% | +1.0% | +221.2% | +216.3% |
| 3Y | +253.0% | +45.1% | +207.9% | +207.6% |
| 5Y | +141.8% | +52.1% | +89.7% | +106.1% |
| 10Y | +1,772.2% | +302.9% | +1,469.3% | +1,132.3% |
| All | +1,772.2% | +305.2% | +1,467.0% | +1,132.3% |
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