+253.9%
UMC vs WPM
+259.8%
-5.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.7% |
| 7D | +11.4% | -3.6% | +15.0% | +12.3% |
| 30D | +16.8% | +12.5% | +4.3% | +13.4% |
| 3M | +19.1% | +40.6% | -21.5% | +8.9% |
| 6M | +137.4% | +0.5% | +136.9% | +132.4% |
| YTD | +186.4% | +29.0% | +157.3% | +167.1% |
| 1Y | +229.1% | +43.8% | +185.3% | +199.0% |
| All | +253.9% | +259.8% | -5.9% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling