+115.0%
UMC vs WTW
+8.6%
+106.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -0.3% |
| 7D | -14.7% | +4.9% | -19.6% | -12.1% |
| 30D | -32.9% | +17.1% | -50.0% | -26.2% |
| 3M | -22.2% | -0.3% | -21.8% | -21.1% |
| 6M | +25.9% | +30.7% | -4.7% | +48.5% |
| YTD | +107.9% | +3.7% | +104.2% | +129.7% |
| 1Y | +115.0% | +5.9% | +109.2% | +139.4% |
| All | +115.0% | +8.6% | +106.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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