+442.3%
WELL vs UMC
+1,272.7%
-830.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.1% | +11.2% | -11.1% | -0.7% |
| 30D | +5.7% | -28.0% | +33.7% | +8.2% |
| 3M | +4.6% | -20.5% | +25.2% | +6.0% |
| 6M | +11.9% | -1.6% | +13.4% | +9.1% |
| YTD | +33.6% | +99.4% | -65.8% | +18.9% |
| 1Y | +29.8% | +120.4% | -90.6% | +14.0% |
| 3Y | +202.2% | +134.2% | +67.9% | +159.5% |
| 5Y | +223.2% | +78.8% | +144.4% | +181.8% |
| All | +442.3% | +1,272.7% | -830.5% | +234.5% |
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