+112.5%
WAB vs UMAC
+473.8%
-361.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | -4.1% | -15.1% | +11.0% | -3.9% |
| 3M | +8.2% | -10.8% | +18.9% | +8.0% |
| 6M | +15.4% | +15.7% | -0.3% | +13.8% |
| YTD | +33.1% | +80.1% | -47.0% | +29.7% |
| 1Y | +48.1% | +116.7% | -68.7% | +43.3% |
| All | +112.5% | +473.8% | -361.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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