+116.7%
UMAC vs NWSA
+3.0%
+113.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | -3.4% | -2.8% | -0.6% | -4.4% |
| 30D | -15.1% | +3.0% | -18.1% | -14.1% |
| 3M | -10.8% | +12.3% | -23.1% | -7.4% |
| 6M | +15.7% | +21.9% | -6.2% | +19.5% |
| YTD | +80.1% | +13.6% | +66.6% | +89.9% |
| 1Y | +116.7% | +0.5% | +116.2% | +170.4% |
| All | +116.7% | +3.0% | +113.7% | +170.4% |
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