+1,043.3%
WDC vs UMAC
+508.0%
+535.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.5% |
| 7D | +7.5% | +3.3% | +4.2% | +7.2% |
| 30D | +10.1% | -10.4% | +20.5% | +10.4% |
| 3M | -6.8% | +1.8% | -8.6% | -7.7% |
| 6M | +84.1% | +40.7% | +43.4% | +76.1% |
| YTD | +180.3% | +90.9% | +89.4% | +163.3% |
| 1Y | +411.1% | +151.8% | +259.3% | +372.3% |
| All | +1,043.3% | +508.0% | +535.3% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling