+1,842.6%
UMC vs WPM
+558.4%
+1,284.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +9.0% | -0.6% | +9.6% | +9.1% |
| 30D | +17.2% | +14.4% | +2.8% | +14.3% |
| 3M | +11.4% | +37.0% | -25.6% | +5.0% |
| 6M | +137.5% | +4.1% | +133.4% | +133.4% |
| YTD | +193.1% | +31.7% | +161.4% | +177.4% |
| 1Y | +240.3% | +44.2% | +196.1% | +216.6% |
| 3Y | +262.2% | +265.5% | -3.3% | +189.8% |
| 5Y | +143.1% | +262.5% | -119.4% | +91.7% |
| All | +1,842.6% | +558.4% | +1,284.2% | +1,401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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