+49.9%
WEC vs UMAC
+473.8%
-423.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | 0.0% |
| 7D | -0.6% | -3.4% | +2.8% | -0.6% |
| 30D | -2.6% | -15.1% | +12.5% | -2.6% |
| 3M | -6.0% | -10.8% | +4.7% | -6.0% |
| 6M | -5.4% | +15.7% | -21.1% | -5.6% |
| YTD | +2.5% | +80.1% | -77.7% | +2.0% |
| 1Y | -0.7% | +116.7% | -117.4% | -1.3% |
| All | +49.9% | +473.8% | -423.9% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling