+7.9%
UMAC vs WCC
+24.5%
-16.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -9.9% | -1.0% | -2.2% |
| 7D | -26.0% | -8.8% | -17.3% | -19.7% |
| 30D | -40.3% | -16.0% | -24.3% | -30.4% |
| 3M | -51.1% | -15.2% | -35.9% | -44.2% |
| 6M | -5.6% | -8.4% | +2.7% | +1.8% |
| YTD | +2.3% | +30.1% | -27.8% | -27.4% |
| 1Y | +7.9% | +26.4% | -18.6% | -25.0% |
| All | +7.9% | +24.5% | -16.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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