+657.4%
UMAC vs WSM
+109.6%
+547.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.1% |
| 30D | -15.1% | -7.7% | -7.4% | -10.9% |
| 3M | -10.8% | +3.8% | -14.5% | -13.4% |
| 6M | +15.7% | +22.7% | -7.0% | +1.4% |
| YTD | +80.1% | +28.0% | +52.1% | +52.1% |
| 1Y | +116.7% | +12.7% | +104.0% | +96.8% |
| All | +657.4% | +109.6% | +547.8% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling