+121.3%
WMB vs UMC
+131.8%
-10.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +7.8% | +11.2% | -3.4% | +7.0% |
| 30D | -5.1% | -28.0% | +22.9% | -3.5% |
| 3M | -4.7% | -20.5% | +15.8% | -3.7% |
| 6M | -7.4% | -1.6% | -5.8% | -8.7% |
| YTD | +17.5% | +99.4% | -81.9% | +7.2% |
| 1Y | +19.5% | +120.4% | -100.9% | +7.6% |
| 3Y | +121.3% | +134.2% | -13.0% | +88.2% |
| All | +121.3% | +131.8% | -10.5% | +88.2% |
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 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