+676.6%
UMAC vs NWSA
+15.7%
+660.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.9% |
| 7D | -4.0% | -4.8% | +0.8% | -1.9% |
| 30D | -9.4% | +3.0% | -12.4% | -10.4% |
| 3M | +3.0% | +9.3% | -6.3% | -3.4% |
| 6M | +27.2% | +23.2% | +4.0% | +7.1% |
| YTD | +84.7% | +13.3% | +71.4% | +64.2% |
| 1Y | +136.5% | +2.9% | +133.6% | +137.0% |
| All | +676.6% | +15.7% | +660.8% | +580.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling