+156.3%
UMAC vs GWRE
-25.4%
+181.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -19.9% | +16.9% | -1.4% |
| 7D | -0.9% | -21.1% | +20.2% | +0.8% |
| 30D | -7.7% | +1.3% | -9.0% | -7.9% |
| 3M | -26.4% | +7.4% | -33.9% | -27.4% |
| 6M | +61.9% | +5.6% | +56.2% | +57.8% |
| YTD | +86.5% | -19.2% | +105.7% | +89.9% |
| 1Y | +156.3% | -25.1% | +181.5% | +162.9% |
| All | +156.3% | -25.4% | +181.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling