+113.4%
WAB vs UMAC
+549.5%
-436.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.8% | +0.4% |
| 7D | +1.7% | +14.7% | -13.0% | +1.3% |
| 30D | -2.4% | -0.5% | -1.9% | -2.6% |
| 3M | +9.7% | +0.5% | +9.2% | +9.2% |
| 6M | +16.5% | +57.9% | -41.4% | +14.1% |
| YTD | +33.7% | +103.9% | -70.2% | +29.9% |
| 1Y | +49.7% | +159.3% | -109.6% | +44.3% |
| All | +113.4% | +549.5% | -436.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling