+156.3%
UMAC vs WCN
-8.7%
+165.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -4.0% |
| 7D | -0.9% | -0.6% | -0.3% | -1.6% |
| 30D | -7.7% | +0.4% | -8.1% | -7.2% |
| 3M | -26.4% | +7.3% | -33.8% | -23.6% |
| 6M | +61.9% | -2.5% | +64.4% | +66.5% |
| YTD | +86.5% | -5.4% | +91.9% | +84.8% |
| 1Y | +156.3% | -8.5% | +164.8% | +165.2% |
| All | +156.3% | -8.7% | +165.1% | +165.2% |
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