+12.5%
WFC vs UMAC
+134.8%
-122.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | +0.3% | -4.0% | +4.3% | +0.4% |
| 30D | +2.3% | -9.4% | +11.7% | +2.4% |
| 3M | +9.8% | +3.0% | +6.8% | +9.0% |
| 6M | +15.6% | +27.2% | -11.6% | +12.6% |
| YTD | -2.4% | +84.7% | -87.1% | -8.6% |
| All | +12.5% | +134.8% | -122.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling