+22.1%
SW vs UMAC
+225.7%
-203.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.9% | +15.0% | +4.3% |
| 7D | +12.1% | -26.0% | +38.1% | +12.9% |
| 30D | +6.6% | -40.3% | +46.9% | +7.9% |
| 3M | -6.0% | -51.1% | +45.1% | -4.6% |
| 6M | +21.5% | -5.6% | +27.1% | +20.5% |
| YTD | +20.3% | +2.3% | +18.1% | +18.2% |
| 1Y | +28.1% | +7.9% | +20.3% | +25.4% |
| All | +22.1% | +225.7% | -203.6% | +14.8% |
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