+265.9%
UMC vs WSM
+3,061.0%
-2,795.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.0% |
| 7D | +11.4% | +0.4% | +10.9% | +11.3% |
| 30D | +16.8% | -10.7% | +27.5% | +21.0% |
| 3M | +19.1% | +8.5% | +10.6% | +15.6% |
| 6M | +137.4% | +19.6% | +117.8% | +123.3% |
| YTD | +186.4% | +26.6% | +159.8% | +163.1% |
| 1Y | +229.1% | +12.0% | +217.1% | +213.4% |
| 3Y | +257.9% | +226.6% | +31.2% | +123.3% |
| 5Y | +137.5% | +174.1% | -36.6% | +51.0% |
| 10Y | +1,808.2% | +1,052.9% | +755.2% | +530.1% |
| All | +265.9% | +3,061.0% | -2,795.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling