+657.4%
UMAC vs WTW
+19.7%
+637.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -3.4% | -5.7% | +2.3% | -2.6% |
| 30D | -15.1% | -7.3% | -7.8% | -14.2% |
| 3M | -10.8% | +21.5% | -32.2% | -14.4% |
| 6M | +15.7% | +9.6% | +6.0% | +14.2% |
| YTD | +80.1% | -3.3% | +83.4% | +90.8% |
| 1Y | +116.7% | -6.1% | +122.9% | +136.2% |
| All | +657.4% | +19.7% | +637.7% | +728.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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