+166.0%
WELL vs UMAC
+508.0%
-342.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.6% |
| 7D | -1.1% | +3.3% | -4.4% | -1.1% |
| 30D | +0.7% | -10.4% | +11.1% | +0.7% |
| 3M | +14.5% | +1.8% | +12.8% | +14.6% |
| 6M | +14.4% | +40.7% | -26.3% | +14.1% |
| YTD | +28.5% | +90.9% | -62.4% | +27.9% |
| 1Y | +41.8% | +151.8% | -110.0% | +40.7% |
| All | +166.0% | +508.0% | -342.0% | +156.3% |
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