+7.9%
UMAC vs WCN
+16.1%
-8.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.8% | -13.6% | -9.0% |
| 7D | -26.0% | +6.7% | -32.8% | -22.5% |
| 30D | -40.3% | +24.3% | -64.6% | -31.0% |
| 3M | -51.1% | +16.1% | -67.2% | -46.2% |
| 6M | -5.6% | +19.9% | -25.6% | +6.4% |
| YTD | +2.3% | +10.1% | -7.8% | +18.1% |
| 1Y | +7.9% | +14.4% | -6.6% | +22.0% |
| All | +7.9% | +16.1% | -8.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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