+366.0%
WDC vs UMAC
+129.0%
+236.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.6% |
| 7D | -4.3% | -3.4% | -0.9% | -3.8% |
| 30D | -1.5% | -15.1% | +13.6% | 0.0% |
| 3M | -15.5% | -10.8% | -4.7% | -16.3% |
| 6M | +66.5% | +15.7% | +50.8% | +52.0% |
| YTD | +159.9% | +80.1% | +79.7% | +117.2% |
| 1Y | +366.0% | +116.7% | +249.2% | +261.1% |
| All | +366.0% | +129.0% | +236.9% | +261.1% |
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 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