+27.5%
WAT vs UMAC
+508.0%
-480.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.6% |
| 7D | -1.8% | +3.3% | -5.1% | -1.9% |
| 30D | -1.7% | -10.4% | +8.7% | -1.6% |
| 3M | +9.1% | +1.8% | +7.3% | +8.6% |
| 6M | +32.4% | +40.7% | -8.3% | +30.2% |
| YTD | +6.6% | +90.9% | -84.3% | +4.0% |
| 1Y | +34.7% | +151.8% | -117.1% | +30.1% |
| All | +27.5% | +508.0% | -480.5% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling