+702.6%
UMAC vs BWA
+115.5%
+587.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.7% |
| 7D | +3.3% | +0.1% | +3.1% | +3.1% |
| 30D | -10.4% | -5.6% | -4.8% | -8.0% |
| 3M | +1.8% | -10.7% | +12.5% | +6.8% |
| 6M | +40.7% | +23.2% | +17.6% | +37.9% |
| YTD | +90.9% | +46.0% | +44.9% | +73.2% |
| 1Y | +151.8% | +51.2% | +100.6% | +124.7% |
| All | +702.6% | +115.5% | +587.1% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling