+296.4%
WBD vs UMC
+818.1%
-521.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -1.6% |
| 7D | -0.7% | +6.6% | -7.3% | -2.3% |
| 30D | +5.0% | +16.6% | -11.6% | +1.0% |
| 3M | +6.2% | +11.0% | -4.8% | +1.3% |
| 6M | +0.6% | +131.3% | -130.7% | -21.1% |
| YTD | -2.4% | +182.5% | -184.9% | -28.3% |
| 1Y | +127.7% | +222.3% | -94.6% | +61.4% |
| 3Y | +148.4% | +253.0% | -104.6% | +70.3% |
| 5Y | +4.2% | +141.8% | -137.6% | -23.2% |
| 10Y | +10.8% | +1,772.2% | -1,761.4% | -55.2% |
| All | +296.4% | +818.1% | -521.7% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling