+757.4%
UMAC vs WCN
+2.6%
+754.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.4% | +9.0% |
| 7D | +14.7% | -0.4% | +15.1% | +14.5% |
| 30D | -0.5% | -2.1% | +1.6% | -1.2% |
| 3M | +0.5% | +6.4% | -5.9% | +0.7% |
| 6M | +57.9% | -3.7% | +61.6% | +60.1% |
| YTD | +103.9% | -6.4% | +110.3% | +106.5% |
| 1Y | +159.3% | -7.9% | +167.2% | +164.5% |
| All | +757.4% | +2.6% | +754.8% | +843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling