+42.3%
WELL vs UMC
+227.6%
-185.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -2.2% | +11.4% | -13.6% | -1.6% |
| 30D | +4.7% | +16.8% | -12.1% | +5.7% |
| 3M | +11.9% | +19.1% | -7.2% | +12.9% |
| 6M | +14.3% | +137.4% | -123.1% | +16.0% |
| YTD | +28.4% | +186.4% | -158.0% | +29.2% |
| 1Y | +42.3% | +229.1% | -186.8% | +42.3% |
| All | +42.3% | +227.6% | -185.4% | +42.3% |
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