-71.5%
UWMC vs SPY
+82.3%
-153.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.2% |
| 7D | -8.2% | -0.8% | -7.4% | -7.3% |
| 30D | -10.6% | -1.1% | -9.5% | -9.3% |
| 3M | -40.9% | +3.9% | -44.8% | -43.1% |
| 6M | -62.9% | +13.6% | -76.5% | -67.5% |
| YTD | -66.9% | +12.7% | -79.5% | -70.8% |
| 1Y | -78.2% | +17.5% | -95.7% | -81.6% |
| 3Y | -68.2% | +76.9% | -145.2% | -83.0% |
| All | -71.5% | +82.3% | -153.7% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling