+14,105.6%
WDC vs UMC
+277.8%
+13,827.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.2% |
| 7D | +6.0% | +6.6% | -0.6% | +3.4% |
| 30D | +9.9% | +16.6% | -6.7% | +3.5% |
| 3M | -9.4% | +11.0% | -20.4% | -12.8% |
| 6M | +94.7% | +131.3% | -36.6% | +40.9% |
| YTD | +177.3% | +182.5% | -5.2% | +82.6% |
| 1Y | +412.4% | +222.3% | +190.2% | +220.1% |
| 3Y | +1,359.3% | +253.0% | +1,106.3% | +772.3% |
| 5Y | +992.2% | +141.8% | +850.4% | +639.6% |
| 10Y | +1,245.1% | +1,772.2% | -527.1% | +292.5% |
| All | +14,105.6% | +277.8% | +13,827.8% | +4,442.0% |
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