+821.8%
UMC vs WPM
+5,810.9%
-4,989.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 6M | +137.4% | +0.5% | +136.9% | +134.6% |
| YTD | +186.4% | +29.0% | +157.3% | +166.7% |
| 1Y | +229.1% | +43.8% | +185.3% | +197.8% |
| 3Y | +257.9% | +266.3% | -8.4% | +159.2% |
| 5Y | +137.5% | +255.1% | -117.6% | +70.5% |
| 10Y | +1,808.2% | +526.8% | +1,281.4% | +1,020.3% |
| All | +821.8% | +5,810.9% | -4,989.1% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling