+37.1%
WAT vs UMAC
+138.6%
-101.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | -2.9% | -4.0% | +1.1% | -2.8% |
| 30D | -3.2% | -9.4% | +6.2% | -3.1% |
| 3M | +10.6% | +3.0% | +7.6% | +9.9% |
| 6M | +34.0% | +27.2% | +6.9% | +32.0% |
| YTD | +5.7% | +84.7% | -79.0% | +4.3% |
| 1Y | +37.1% | +136.5% | -99.4% | +32.9% |
| All | +37.1% | +138.6% | -101.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling