+1,188.5%
WDC vs UMC
+1,863.6%
-675.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -4.0% |
| 7D | -4.3% | +9.0% | -13.3% | -8.0% |
| 30D | -1.5% | +17.2% | -18.7% | -8.4% |
| 3M | -15.5% | +11.4% | -26.9% | -19.4% |
| 6M | +66.5% | +137.5% | -71.1% | +14.7% |
| YTD | +159.9% | +193.1% | -33.3% | +59.7% |
| 1Y | +366.0% | +240.3% | +125.7% | +167.4% |
| 3Y | +1,285.8% | +262.2% | +1,023.6% | +664.3% |
| 5Y | +925.6% | +143.1% | +782.4% | +541.0% |
| All | +1,188.5% | +1,863.6% | -675.0% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling