+115.0%
UMC vs WWD
+27.2%
+87.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -14.7% | +7.3% | -22.0% | -15.9% |
| 30D | -32.9% | -2.0% | -30.9% | -32.6% |
| 3M | -22.2% | -12.6% | -9.6% | -20.3% |
| 6M | +25.9% | -8.4% | +34.3% | +28.5% |
| YTD | +107.9% | +8.2% | +99.7% | +118.6% |
| 1Y | +115.0% | +26.5% | +88.5% | +131.5% |
| All | +115.0% | +27.2% | +87.8% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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