+5.3%
WMT vs UMC
+238.8%
-233.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.5% |
| 7D | 0.0% | +9.0% | -9.0% | +0.5% |
| 30D | -7.4% | +17.2% | -24.7% | -6.7% |
| 3M | -10.9% | +11.4% | -22.3% | -9.9% |
| 6M | -12.7% | +137.5% | -150.2% | -8.9% |
| YTD | -3.2% | +193.1% | -196.3% | +4.3% |
| 1Y | +5.3% | +240.3% | -235.0% | +14.1% |
| All | +5.3% | +238.8% | -233.5% | +14.1% |
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