+366.0%
WDC vs UMC
+238.8%
+127.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -4.1% |
| 7D | -4.3% | +9.0% | -13.3% | -8.1% |
| 30D | -1.5% | +17.2% | -18.7% | -8.6% |
| 3M | -15.5% | +11.4% | -26.9% | -18.2% |
| 6M | +66.5% | +137.5% | -71.1% | +34.7% |
| YTD | +159.9% | +193.1% | -33.3% | +96.9% |
| 1Y | +366.0% | +240.3% | +125.7% | +250.8% |
| All | +366.0% | +238.8% | +127.2% | +250.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling