+757.4%
UMAC vs WCC
+164.4%
+593.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.9% | +7.4% |
| 7D | +14.7% | +8.5% | +6.2% | +7.7% |
| 30D | -0.5% | -1.0% | +0.5% | +0.1% |
| 3M | +0.5% | +2.1% | -1.6% | -0.6% |
| 6M | +57.9% | +36.8% | +21.1% | +27.6% |
| YTD | +103.9% | +47.7% | +56.2% | +54.8% |
| 1Y | +159.3% | +66.5% | +92.8% | +82.0% |
| All | +757.4% | +164.4% | +593.0% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling