+1,842.6%
UMC vs WTW
+198.0%
+1,644.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +9.0% | -5.7% | +14.7% | +10.3% |
| 30D | +17.2% | -7.3% | +24.5% | +18.9% |
| 3M | +11.4% | +21.5% | -10.1% | +5.6% |
| 6M | +137.5% | +9.6% | +127.9% | +129.8% |
| YTD | +193.1% | -3.3% | +196.4% | +191.5% |
| 1Y | +240.3% | -6.1% | +246.4% | +240.9% |
| 3Y | +262.2% | +61.8% | +200.4% | +193.9% |
| 5Y | +143.1% | +42.7% | +100.5% | +104.5% |
| All | +1,842.6% | +198.0% | +1,644.5% | +1,239.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling