+115.0%
UMC vs WAB
+46.5%
+68.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -14.7% | +4.5% | -19.2% | -16.4% |
| 30D | -32.9% | +1.1% | -33.9% | -33.2% |
| 3M | -22.2% | -1.3% | -20.9% | -21.8% |
| 6M | +25.9% | +12.7% | +13.2% | +19.2% |
| YTD | +107.9% | +38.7% | +69.3% | +92.7% |
| 1Y | +115.0% | +44.9% | +70.1% | +96.2% |
| All | +115.0% | +46.5% | +68.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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