+142.1%
WBD vs UMC
+261.2%
-119.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.0% |
| 7D | -0.7% | +9.0% | -9.7% | -2.2% |
| 30D | +1.4% | +17.2% | -15.8% | -1.5% |
| 3M | +4.4% | +11.4% | -7.0% | +0.6% |
| 6M | +0.8% | +137.5% | -136.7% | -20.5% |
| YTD | -2.7% | +193.1% | -195.8% | -30.6% |
| 1Y | +73.4% | +240.3% | -166.9% | +16.0% |
| 3Y | +142.1% | +262.2% | -120.1% | +38.3% |
| All | +142.1% | +261.2% | -119.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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