+1,103.8%
UMC vs WU
-21.6%
+1,125.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.2% |
| 7D | +6.6% | -0.8% | +7.4% | +6.8% |
| 30D | +16.6% | -1.1% | +17.7% | +16.8% |
| 3M | +11.0% | -1.8% | +12.8% | +8.8% |
| 6M | +131.3% | -23.9% | +155.2% | +153.7% |
| YTD | +182.5% | -20.4% | +202.9% | +200.8% |
| 1Y | +222.3% | -10.6% | +232.8% | +219.8% |
| 3Y | +253.0% | -27.7% | +280.8% | +273.9% |
| 5Y | +141.8% | -51.1% | +193.0% | +202.5% |
| 10Y | +1,772.2% | -40.7% | +1,812.9% | +1,794.4% |
| All | +1,103.8% | -21.6% | +1,125.4% | +740.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling