+417.4%
WDC vs UMAC
+164.0%
+253.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +8.9% | +6.4% |
| 7D | +1.7% | -0.9% | +2.7% | +1.8% |
| 30D | -10.0% | -7.7% | -2.3% | -9.8% |
| 3M | -18.8% | -26.4% | +7.7% | -17.6% |
| 6M | +79.0% | +61.9% | +17.2% | +54.0% |
| YTD | +171.6% | +86.5% | +85.1% | +126.2% |
| 1Y | +417.4% | +156.3% | +261.1% | +300.8% |
| All | +417.4% | +164.0% | +253.4% | +300.8% |
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