+376.5%
UMC vs WTW
+1,101.3%
-724.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | +11.4% | -7.8% | +19.2% | +14.8% |
| 30D | +16.8% | -7.9% | +24.7% | +20.3% |
| 3M | +19.1% | +19.9% | -0.9% | +8.7% |
| 6M | +137.4% | +9.8% | +127.6% | +122.3% |
| YTD | +186.4% | -3.3% | +189.7% | +179.3% |
| 1Y | +229.1% | -3.3% | +232.4% | +219.5% |
| 3Y | +257.9% | +61.5% | +196.3% | +168.1% |
| 5Y | +137.5% | +42.6% | +95.0% | +87.0% |
| 10Y | +1,808.2% | +197.1% | +1,611.1% | +887.5% |
| All | +376.5% | +1,101.3% | -724.8% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling