+263.0%
UMC vs WWD
+167.9%
+95.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +13.6% | +0.6% | +13.0% | +13.4% |
| 30D | +20.8% | -5.1% | +25.9% | +22.2% |
| 3M | +16.1% | -11.2% | +27.4% | +19.4% |
| 6M | +137.3% | -12.0% | +149.3% | +143.2% |
| YTD | +193.8% | +12.0% | +181.8% | +183.0% |
| 1Y | +236.1% | +42.8% | +193.3% | +198.7% |
| All | +263.0% | +167.9% | +95.1% | +161.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling