+260.9%
UMC vs WAB
+5,879.4%
-5,618.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | +16.6% | -2.4% | +19.0% | +17.8% |
| 3M | +11.0% | +9.7% | +1.3% | +6.2% |
| 6M | +131.3% | +16.5% | +114.8% | +114.9% |
| YTD | +182.5% | +33.7% | +148.8% | +146.1% |
| 1Y | +222.3% | +49.7% | +172.6% | +166.0% |
| 3Y | +253.0% | +170.9% | +82.1% | +119.0% |
| 5Y | +141.8% | +228.0% | -86.2% | +37.0% |
| 10Y | +1,772.2% | +284.8% | +1,487.4% | +750.7% |
| All | +260.9% | +5,879.4% | -5,618.5% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling