+77.6%
UMC vs WAB
+214.2%
-136.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.8% |
| 7D | +11.2% | +5.1% | +6.1% | +8.2% |
| 30D | -28.0% | +4.0% | -32.0% | -29.2% |
| 3M | -20.5% | +0.1% | -20.6% | -20.3% |
| 6M | -1.6% | +12.8% | -14.3% | -8.0% |
| YTD | +99.4% | +40.1% | +59.3% | +64.4% |
| 1Y | +120.4% | +46.4% | +74.0% | +76.8% |
| 3Y | +134.2% | +167.4% | -33.1% | +23.9% |
| All | +77.6% | +214.2% | -136.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling