+165.8%
WELL vs UMAC
+488.3%
-322.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | -0.1% |
| 7D | -2.2% | -4.0% | +1.8% | -2.2% |
| 30D | +4.7% | -9.4% | +14.1% | +4.7% |
| 3M | +11.9% | +3.0% | +9.0% | +12.0% |
| 6M | +14.3% | +27.2% | -12.9% | +14.0% |
| YTD | +28.4% | +84.7% | -56.3% | +27.7% |
| 1Y | +42.3% | +136.5% | -94.2% | +41.3% |
| All | +165.8% | +488.3% | -322.5% | +156.1% |
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 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