+1,842.6%
UMC vs WAB
+296.8%
+1,545.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +17.2% | -4.1% | +21.3% | +18.8% |
| 3M | +11.4% | +8.2% | +3.2% | +8.2% |
| 6M | +137.5% | +15.4% | +122.1% | +125.8% |
| YTD | +193.1% | +33.1% | +160.0% | +165.7% |
| 1Y | +240.3% | +48.1% | +192.2% | +197.3% |
| 3Y | +262.2% | +167.7% | +94.5% | +159.9% |
| 5Y | +143.1% | +225.7% | -82.6% | +64.7% |
| All | +1,842.6% | +296.8% | +1,545.8% | +1,091.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling