+7.4%
SHW vs UMAC
+549.5%
-542.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.3% | -11.6% | -2.4% |
| 7D | -1.2% | +14.7% | -15.9% | -1.3% |
| 30D | -11.6% | -0.5% | -11.1% | -11.7% |
| 3M | +9.1% | +0.5% | +8.6% | +8.9% |
| 6M | -0.7% | +57.9% | -58.6% | -1.9% |
| YTD | +1.4% | +103.9% | -102.6% | -0.5% |
| 1Y | -12.3% | +159.3% | -171.6% | -14.6% |
| All | +7.4% | +549.5% | -542.1% | -0.5% |
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