+757.4%
UMAC vs WU
-30.1%
+787.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.5% | +11.9% | +10.0% |
| 7D | +14.7% | -0.8% | +15.6% | +14.9% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | +0.5% | -1.8% | +2.3% | -2.2% |
| 6M | +57.9% | -23.9% | +81.9% | +68.2% |
| YTD | +103.9% | -20.4% | +124.3% | +111.5% |
| 1Y | +159.3% | -10.6% | +169.9% | +152.0% |
| All | +757.4% | -30.1% | +787.5% | +667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling