+676.6%
UMAC vs WU
-31.2%
+707.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -4.0% | -5.0% | +1.0% | -2.8% |
| 30D | -9.4% | -2.3% | -7.1% | -8.9% |
| 3M | +3.0% | -3.2% | +6.2% | +0.6% |
| 6M | +27.2% | -25.0% | +52.2% | +35.9% |
| YTD | +84.7% | -21.7% | +106.4% | +92.3% |
| 1Y | +136.5% | -9.0% | +145.4% | +127.0% |
| All | +676.6% | -31.2% | +707.7% | +598.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling