+122.5%
UMC vs WM
+52.1%
+70.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.6% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +7.7% | -2.4% | +10.0% | +7.7% |
| 3M | +1.7% | +0.4% | +1.2% | +0.7% |
| 6M | +113.9% | -9.5% | +123.4% | +116.2% |
| YTD | +168.9% | +0.5% | +168.4% | +165.5% |
| 1Y | +207.2% | -1.1% | +208.3% | +204.2% |
| 3Y | +227.7% | +46.0% | +181.7% | +187.9% |
| All | +122.5% | +52.1% | +70.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling