+702.6%
UMAC vs NWSA
+16.6%
+686.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.2% |
| 7D | +3.3% | -3.1% | +6.3% | +4.7% |
| 30D | -10.4% | +4.3% | -14.7% | -11.9% |
| 3M | +1.8% | +9.2% | -7.5% | -4.3% |
| 6M | +40.7% | +21.6% | +19.2% | +20.1% |
| YTD | +90.9% | +14.2% | +76.7% | +69.2% |
| 1Y | +151.8% | +1.8% | +150.0% | +156.9% |
| All | +702.6% | +16.6% | +686.0% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling