+899.6%
WMT vs UMC
+283.0%
+616.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -2.5% | +11.4% | -13.9% | -3.6% |
| 30D | -6.4% | +16.8% | -23.2% | -8.0% |
| 3M | -12.1% | +19.1% | -31.2% | -14.7% |
| 6M | -15.0% | +137.4% | -152.4% | -24.2% |
| YTD | -4.5% | +186.4% | -190.9% | -17.2% |
| 1Y | +6.2% | +229.1% | -222.9% | -9.6% |
| 3Y | +99.9% | +257.9% | -158.0% | +66.6% |
| 5Y | +131.4% | +137.5% | -6.1% | +99.1% |
| 10Y | +433.2% | +1,808.2% | -1,374.9% | +236.7% |
| All | +899.6% | +283.0% | +616.6% | +484.9% |
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 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