+137.5%
UMC vs WWD
+187.1%
-49.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.0% |
| 7D | +11.4% | -2.9% | +14.2% | +12.5% |
| 30D | +16.8% | -6.6% | +23.4% | +19.3% |
| 3M | +19.1% | -9.3% | +28.4% | +22.5% |
| 6M | +137.4% | -13.6% | +151.1% | +147.0% |
| YTD | +186.4% | +10.4% | +176.0% | +171.6% |
| 1Y | +229.1% | +39.9% | +189.2% | +181.5% |
| 3Y | +257.9% | +165.0% | +92.8% | +123.4% |
| 5Y | +137.5% | +183.8% | -46.3% | +34.5% |
| All | +137.5% | +187.1% | -49.6% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling