+757.4%
UMAC vs BWA
+118.8%
+638.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.9% | +11.2% | +10.2% |
| 7D | +14.7% | +4.3% | +10.4% | +12.4% |
| 30D | -0.5% | -2.9% | +2.4% | +0.9% |
| 3M | +0.5% | -12.4% | +12.9% | +6.0% |
| 6M | +57.9% | +28.6% | +29.4% | +52.9% |
| YTD | +103.9% | +48.2% | +55.7% | +83.7% |
| 1Y | +159.3% | +50.9% | +108.4% | +131.4% |
| All | +757.4% | +118.8% | +638.6% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling