+657.4%
UMAC vs WU
-30.8%
+688.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.6% |
| 30D | -15.1% | -2.9% | -12.2% | -14.5% |
| 3M | -10.8% | -2.3% | -8.5% | -13.1% |
| 6M | +15.7% | -25.4% | +41.0% | +23.9% |
| YTD | +80.1% | -21.2% | +101.3% | +87.3% |
| 1Y | +116.7% | -8.9% | +125.6% | +108.2% |
| All | +657.4% | -30.8% | +688.2% | +579.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling