+208.8%
WELL vs UMC
+145.1%
+63.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.8% |
| 7D | -1.1% | +13.6% | -14.7% | -1.7% |
| 30D | +0.7% | +20.8% | -20.0% | -0.2% |
| 3M | +14.5% | +16.1% | -1.6% | +12.6% |
| 6M | +14.4% | +137.3% | -122.9% | +4.7% |
| YTD | +28.5% | +193.8% | -165.3% | +13.9% |
| 1Y | +41.8% | +236.1% | -194.3% | +23.4% |
| 3Y | +202.8% | +267.1% | -64.3% | +155.0% |
| 5Y | +208.8% | +145.3% | +63.5% | +154.9% |
| All | +208.8% | +145.1% | +63.7% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling