+77.6%
UMC vs WM
+61.9%
+15.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +11.2% | +3.2% | +8.0% | +11.3% |
| 30D | -28.0% | +13.0% | -41.1% | -27.8% |
| 3M | -20.5% | +9.2% | -29.8% | -20.2% |
| 6M | -1.6% | +13.6% | -15.2% | -2.5% |
| YTD | +99.4% | +12.4% | +87.0% | +97.3% |
| 1Y | +120.4% | +21.2% | +99.2% | +114.0% |
| 3Y | +134.2% | +48.7% | +85.6% | +110.7% |
| All | +77.6% | +61.9% | +15.7% | +49.4% |
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