+13.5%
WM vs UMAC
+549.5%
-536.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.9% | -0.5% |
| 7D | -0.9% | +14.7% | -15.6% | -0.8% |
| 30D | -4.3% | -0.5% | -3.9% | -4.3% |
| 3M | +0.8% | +0.5% | +0.3% | +1.0% |
| 6M | -10.8% | +57.9% | -68.7% | -10.7% |
| YTD | -0.1% | +103.9% | -104.0% | -0.1% |
| 1Y | +1.0% | +159.3% | -158.3% | +0.8% |
| All | +13.5% | +549.5% | -536.0% | +11.2% |
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