+116.7%
UMAC vs WCC
+66.6%
+50.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -5.7% |
| 7D | -3.4% | +1.5% | -4.9% | -4.6% |
| 30D | -15.1% | -2.1% | -13.0% | -13.8% |
| 3M | -10.8% | +3.8% | -14.6% | -13.8% |
| 6M | +15.7% | +35.0% | -19.3% | -6.8% |
| YTD | +80.1% | +46.4% | +33.8% | +32.6% |
| 1Y | +116.7% | +63.0% | +53.7% | +55.7% |
| All | +116.7% | +66.6% | +50.1% | +55.7% |
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