+207.2%
UMC vs WSM
+19.9%
+187.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.9% |
| 7D | +5.0% | -3.3% | +8.2% | +6.0% |
| 30D | +7.7% | -8.4% | +16.1% | +10.6% |
| 3M | +1.7% | +9.7% | -8.0% | -2.0% |
| 6M | +113.9% | +16.7% | +97.2% | +100.5% |
| YTD | +168.9% | +28.7% | +140.2% | +145.3% |
| 1Y | +207.2% | +13.7% | +193.5% | +186.9% |
| All | +207.2% | +19.9% | +187.3% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling