+7.9%
UMAC vs WU
-18.0%
+25.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +5.4% | -16.3% | -10.3% |
| 7D | -26.0% | +8.2% | -34.3% | -25.5% |
| 30D | -40.3% | +8.0% | -48.3% | -39.8% |
| 3M | -51.1% | -6.6% | -44.5% | -50.8% |
| 6M | -5.6% | -23.3% | +17.6% | -7.9% |
| YTD | +2.3% | -22.4% | +24.7% | -0.5% |
| 1Y | +7.9% | -18.0% | +25.8% | +4.4% |
| All | +7.9% | -18.0% | +25.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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