+5,223.5%
WELL vs UMC
+259.6%
+4,963.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.6% | -2.7% |
| 7D | -0.8% | +5.0% | -5.8% | -1.5% |
| 30D | -0.1% | +7.7% | -7.8% | -1.2% |
| 3M | +18.0% | +1.7% | +16.4% | +16.0% |
| 6M | +15.0% | +113.9% | -98.9% | +0.8% |
| YTD | +28.6% | +168.9% | -140.3% | +8.2% |
| 1Y | +42.9% | +207.2% | -164.3% | +17.8% |
| 3Y | +203.0% | +227.7% | -24.7% | +143.6% |
| 5Y | +206.9% | +118.0% | +88.8% | +156.9% |
| 10Y | +339.5% | +1,682.1% | -1,342.6% | +153.3% |
| All | +5,223.5% | +259.6% | +4,963.8% | +2,666.2% |
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