-56.2%
BBWI vs UMAC
+508.0%
-564.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | +0.1% | -6.0% |
| 7D | -4.4% | +3.3% | -7.7% | -4.6% |
| 30D | -7.4% | -10.4% | +3.0% | -7.1% |
| 3M | -2.2% | +1.8% | -4.0% | -3.0% |
| 6M | -16.3% | +40.7% | -57.1% | -19.3% |
| YTD | -9.1% | +90.9% | -100.0% | -14.2% |
| 1Y | -34.5% | +151.8% | -186.3% | -39.6% |
| All | -56.2% | +508.0% | -564.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling