+243.6%
UMC vs WM
+1,985.1%
-1,741.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.3% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | +7.7% | -2.4% | +10.0% | +9.0% |
| 3M | +1.7% | +0.4% | +1.2% | -0.7% |
| 6M | +113.9% | -9.5% | +123.4% | +120.1% |
| YTD | +168.9% | +0.5% | +168.4% | +160.0% |
| 1Y | +207.2% | -1.1% | +208.3% | +198.2% |
| 3Y | +227.7% | +46.0% | +181.7% | +144.1% |
| 5Y | +118.0% | +51.8% | +66.2% | +55.2% |
| 10Y | +1,682.1% | +307.5% | +1,374.6% | +509.1% |
| All | +243.6% | +1,985.1% | -1,741.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling