+657.4%
UMAC vs WCN
+0.4%
+657.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | -3.4% | -3.1% | -0.3% | -4.5% |
| 30D | -15.1% | -3.4% | -11.7% | -16.1% |
| 3M | -10.8% | +3.0% | -13.7% | -11.2% |
| 6M | +15.7% | -3.8% | +19.4% | +16.3% |
| YTD | +80.1% | -8.3% | +88.5% | +81.1% |
| 1Y | +116.7% | -9.7% | +126.5% | +119.3% |
| All | +657.4% | +0.4% | +657.0% | +727.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling