+144.1%
UMC vs WSM
+175.3%
-31.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.0% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +17.2% | -7.7% | +25.0% | +19.9% |
| 3M | +11.4% | +3.8% | +7.6% | +9.8% |
| 6M | +137.5% | +22.7% | +114.8% | +123.1% |
| YTD | +193.1% | +28.0% | +165.1% | +170.7% |
| 1Y | +240.3% | +12.7% | +227.6% | +224.9% |
| 3Y | +262.2% | +231.3% | +30.9% | +122.1% |
| All | +144.1% | +175.3% | -31.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling