+154.7%
UMC vs WWD
+5,816.0%
-5,661.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +11.2% | +4.0% | +7.2% | +9.7% |
| 30D | -28.0% | +0.4% | -28.4% | -27.9% |
| 3M | -20.5% | -7.9% | -12.6% | -17.9% |
| 6M | -1.6% | -10.6% | +9.1% | +2.3% |
| YTD | +99.4% | +9.4% | +90.0% | +89.8% |
| 1Y | +120.4% | +25.7% | +94.7% | +97.4% |
| 3Y | +134.2% | +148.5% | -14.3% | +56.7% |
| 5Y | +78.8% | +189.5% | -110.7% | +11.0% |
| 10Y | +1,280.4% | +451.8% | +828.7% | +475.8% |
| All | +154.7% | +5,816.0% | -5,661.3% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling