+272.3%
UMAC vs WCC
+136.6%
+135.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.3% |
| 7D | -5.2% | +9.9% | -15.2% | -11.8% |
| 30D | -36.4% | -8.4% | -27.9% | -31.2% |
| 3M | -58.6% | -10.3% | -48.3% | -54.9% |
| 6M | -24.6% | -10.5% | -14.2% | -16.8% |
| YTD | -11.5% | +32.2% | -43.6% | -26.5% |
| 1Y | +16.9% | +25.5% | -8.6% | +1.0% |
| All | +272.3% | +136.6% | +135.7% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling