+115.0%
UMC vs WSM
+44.0%
+71.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.5% | -3.4% |
| 7D | -14.7% | +8.0% | -22.7% | -16.1% |
| 30D | -32.9% | +13.5% | -46.3% | -35.0% |
| 3M | -22.2% | +8.8% | -31.0% | -23.8% |
| 6M | +25.9% | +54.7% | -28.8% | +10.8% |
| YTD | +107.9% | +53.3% | +54.6% | +84.3% |
| 1Y | +115.0% | +41.1% | +73.9% | +93.1% |
| All | +115.0% | +44.0% | +71.1% | +93.1% |
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