+234.1%
UMAC vs WETO
-99.4%
+333.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +3.0% | -2.4% |
| 7D | -3.4% | -4.3% | +0.9% | -3.4% |
| 30D | -15.1% | -39.9% | +24.8% | -18.0% |
| 3M | -10.8% | -97.9% | +87.1% | -12.7% |
| 6M | +15.7% | -95.0% | +110.7% | +11.7% |
| YTD | +80.1% | -97.2% | +177.3% | +78.6% |
| 1Y | +116.7% | -98.9% | +215.6% | +119.2% |
| All | +234.1% | -99.4% | +333.5% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling