+240.3%
UMC vs WAB
+49.7%
+190.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +17.2% | -4.1% | +21.3% | +19.3% |
| 3M | +11.4% | +8.2% | +3.2% | +7.3% |
| 6M | +137.5% | +15.4% | +122.1% | +122.3% |
| YTD | +193.1% | +33.1% | +160.0% | +169.6% |
| 1Y | +240.3% | +48.1% | +192.2% | +201.8% |
| All | +240.3% | +49.7% | +190.6% | +201.8% |
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