+49.9%
WEC vs UMAC
+488.3%
-438.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | -1.3% | -4.0% | +2.7% | -1.3% |
| 30D | -0.4% | -9.4% | +9.0% | -0.4% |
| 3M | -6.8% | +3.0% | -9.8% | -6.8% |
| 6M | -6.4% | +27.2% | -33.6% | -6.6% |
| YTD | +2.5% | +84.7% | -82.2% | +2.0% |
| 1Y | -0.4% | +136.5% | -136.9% | -1.0% |
| All | +49.9% | +488.3% | -438.3% | +45.3% |
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