+262.2%
UMC vs WY
-24.8%
+287.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +9.0% | -4.2% | +13.2% | +9.8% |
| 30D | +17.2% | -10.1% | +27.3% | +19.4% |
| 3M | +11.4% | -8.5% | +19.9% | +12.9% |
| 6M | +137.5% | -3.3% | +140.8% | +137.5% |
| YTD | +193.1% | -4.4% | +197.5% | +192.5% |
| 1Y | +240.3% | -11.5% | +251.8% | +247.5% |
| 3Y | +262.2% | -24.3% | +286.5% | +276.3% |
| All | +262.2% | -24.8% | +287.0% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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