-78.7%
UWMC vs SPY
+192.2%
-270.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -8.2% | -0.8% | -7.4% | -7.5% |
| 30D | -10.6% | -1.1% | -9.5% | -9.6% |
| 3M | -40.9% | +3.9% | -44.8% | -42.7% |
| 6M | -62.9% | +13.6% | -76.5% | -66.6% |
| YTD | -66.9% | +12.7% | -79.5% | -70.0% |
| 1Y | -78.2% | +17.5% | -95.7% | -80.9% |
| 3Y | -68.2% | +76.9% | -145.2% | -80.1% |
| 5Y | -71.4% | +83.6% | -155.0% | -83.1% |
| All | -78.7% | +192.2% | -270.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling