+167.5%
WELL vs UMAC
+549.5%
-382.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.9% | +0.5% |
| 7D | -1.3% | +14.7% | -16.0% | -1.3% |
| 30D | +0.5% | -0.5% | +1.0% | +0.5% |
| 3M | +19.1% | +0.5% | +18.6% | +19.2% |
| 6M | +17.0% | +57.9% | -41.0% | +16.6% |
| YTD | +29.2% | +103.9% | -74.7% | +28.6% |
| 1Y | +42.1% | +159.3% | -117.1% | +41.1% |
| All | +167.5% | +549.5% | -382.0% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling