+1,842.6%
UMC vs WSM
+1,071.8%
+770.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +9.0% | -0.5% | +9.5% | +9.1% |
| 30D | +17.2% | -7.7% | +25.0% | +19.3% |
| 3M | +11.4% | +3.8% | +7.6% | +10.2% |
| 6M | +137.5% | +22.7% | +114.8% | +126.3% |
| YTD | +193.1% | +28.0% | +165.1% | +175.8% |
| 1Y | +240.3% | +12.7% | +227.6% | +228.6% |
| 3Y | +262.2% | +231.3% | +30.9% | +162.1% |
| 5Y | +143.1% | +177.2% | -34.1% | +76.7% |
| All | +1,842.6% | +1,071.8% | +770.8% | +1,039.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling