+7.9%
UMAC vs NWSA
+18.2%
-10.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.7% | -14.6% | -8.4% |
| 7D | -26.0% | +4.3% | -30.3% | -23.7% |
| 30D | -40.3% | +5.6% | -45.9% | -37.8% |
| 3M | -51.1% | +7.3% | -58.4% | -48.3% |
| 6M | -5.6% | +18.8% | -24.5% | +6.5% |
| YTD | +2.3% | +17.9% | -15.6% | +16.6% |
| 1Y | +7.9% | +19.3% | -11.5% | +21.8% |
| All | +7.9% | +18.2% | -10.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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