+202.7%
WELL vs UMC
+137.2%
+65.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | +0.1% | +17.8% | -17.6% | +0.5% |
| 30D | +6.8% | -29.6% | +36.4% | +6.0% |
| 3M | +6.7% | -18.4% | +25.1% | +6.4% |
| 6M | +13.8% | -0.1% | +14.0% | +12.3% |
| YTD | +33.8% | +104.0% | -70.2% | +28.2% |
| 1Y | +29.6% | +121.5% | -91.9% | +23.5% |
| All | +202.7% | +137.2% | +65.6% | +174.3% |
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 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