+27.4%
WMT vs UMC
+112.5%
-85.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.3% |
| 7D | +8.8% | -14.7% | +23.4% | +7.7% |
| 30D | +22.9% | -32.9% | +55.8% | +20.2% |
| 3M | +16.1% | -22.2% | +38.2% | +14.4% |
| 6M | -0.5% | +25.9% | -26.4% | +0.1% |
| YTD | +16.7% | +107.9% | -91.2% | +22.8% |
| 1Y | +27.4% | +115.0% | -87.7% | +35.5% |
| All | +27.4% | +112.5% | -85.2% | +35.5% |
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