-76.6%
UWMC vs VT
+159.6%
-236.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.4% |
| 7D | -5.7% | +0.4% | -6.1% | -6.2% |
| 30D | +37.0% | -2.6% | +39.6% | +40.7% |
| 3M | +15.6% | -3.2% | +18.9% | +19.9% |
| 6M | -54.2% | +0.9% | -55.1% | -54.6% |
| YTD | -63.7% | +11.3% | -75.0% | -67.4% |
| 1Y | -69.1% | +14.0% | -83.1% | -72.9% |
| 3Y | -65.1% | +75.8% | -141.0% | -79.9% |
| 5Y | -68.9% | +57.8% | -126.7% | -81.8% |
| All | -76.6% | +159.6% | -236.2% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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