+15.5%
SHW vs UMAC
+182.0%
-166.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | +1.9% | -5.2% | +7.1% | +2.0% |
| 30D | +8.1% | -36.4% | +44.4% | +8.5% |
| 3M | -2.8% | -58.6% | +55.8% | -2.0% |
| 6M | +15.0% | -24.6% | +39.7% | +14.6% |
| YTD | +9.0% | -11.5% | +20.5% | +7.8% |
| 1Y | +4.5% | +16.9% | -12.4% | +2.7% |
| All | +15.5% | +182.0% | -166.5% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling