+1,394.6%
WDC vs UMC
+262.0%
+1,132.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -2.9% | -0.9% |
| 7D | +7.5% | +13.6% | -6.1% | +0.9% |
| 30D | +10.1% | +20.8% | -10.7% | +0.1% |
| 3M | -6.8% | +16.1% | -23.0% | -12.8% |
| 6M | +84.1% | +137.3% | -53.2% | +27.3% |
| YTD | +180.3% | +193.8% | -13.5% | +68.7% |
| 1Y | +411.1% | +236.1% | +175.0% | +184.5% |
| All | +1,394.6% | +262.0% | +1,132.6% | +708.9% |
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