+240.3%
UMC vs WU
-9.1%
+249.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +9.0% | -3.5% | +12.5% | +8.6% |
| 30D | +17.2% | -2.9% | +20.2% | +16.9% |
| 3M | +11.4% | -2.3% | +13.7% | +9.8% |
| 6M | +137.5% | -25.4% | +162.9% | +126.2% |
| YTD | +193.1% | -21.2% | +214.3% | +181.8% |
| 1Y | +240.3% | -8.9% | +249.2% | +220.3% |
| All | +240.3% | -9.1% | +249.4% | +220.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling