+156.3%
UMAC vs WETO
-98.9%
+255.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -20.8% | +17.7% | -3.0% |
| 7D | -0.9% | -55.4% | +54.5% | -0.8% |
| 30D | -7.7% | -48.5% | +40.8% | -10.8% |
| 3M | -26.4% | -97.5% | +71.1% | -28.8% |
| 6M | +61.9% | -94.2% | +156.1% | +55.7% |
| YTD | +86.5% | -97.0% | +183.5% | +95.8% |
| 1Y | +156.3% | -98.9% | +255.2% | +143.9% |
| All | +156.3% | -98.9% | +255.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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