-7.5%
UMC vs WM
+6.8%
-14.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +0.4% |
| 7D | -17.0% | +1.2% | -18.2% | -15.1% |
| 30D | -40.6% | +13.1% | -53.7% | -26.0% |
| 3M | -27.9% | +3.6% | -31.5% | -23.0% |
| 6M | -7.5% | +8.1% | -15.5% | +10.5% |
| All | -7.5% | +6.8% | -14.3% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling