-36.1%
BBWI vs UMAC
+164.0%
-200.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | -5.2% | -7.7% | +2.5% | -5.0% |
| 3M | +11.1% | -26.4% | +37.5% | +12.0% |
| 6M | -13.4% | +61.9% | -75.2% | -14.8% |
| YTD | +0.1% | +86.5% | -86.4% | -2.6% |
| 1Y | -36.1% | +156.3% | -192.4% | -35.2% |
| All | -36.1% | +164.0% | -200.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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