+207.2%
UMC vs WAB
+48.2%
+159.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +5.0% | -3.2% | +8.2% | +6.4% |
| 30D | +7.7% | -4.4% | +12.1% | +9.8% |
| 3M | +1.7% | +7.9% | -6.2% | -1.8% |
| 6M | +113.9% | +8.7% | +105.2% | +103.4% |
| YTD | +168.9% | +33.0% | +135.9% | +148.1% |
| 1Y | +207.2% | +46.7% | +160.5% | +175.5% |
| All | +207.2% | +48.2% | +159.0% | +175.5% |
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