+253.9%
UMC vs WAB
+164.6%
+89.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | -0.2% | +11.6% | +11.5% |
| 30D | +16.8% | -5.9% | +22.7% | +19.9% |
| 3M | +19.1% | +9.4% | +9.7% | +14.0% |
| 6M | +137.4% | +13.8% | +123.6% | +122.9% |
| YTD | +186.4% | +31.8% | +154.6% | +152.7% |
| 1Y | +229.1% | +48.5% | +180.6% | +174.6% |
| All | +253.9% | +164.6% | +89.3% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling