+992.7%
WDC vs UMAC
+488.3%
+504.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.2% |
| 7D | +4.4% | -4.0% | +8.4% | +4.7% |
| 30D | +5.3% | -9.4% | +14.7% | +5.6% |
| 3M | -5.9% | +3.0% | -8.9% | -6.9% |
| 6M | +73.2% | +27.2% | +46.1% | +66.7% |
| YTD | +167.8% | +84.7% | +83.2% | +152.2% |
| 1Y | +386.0% | +136.5% | +249.5% | +350.6% |
| All | +992.7% | +488.3% | +504.5% | +896.5% |
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