+20.4%
WM vs UMAC
+9.5%
+10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.1% |
| 7D | +1.2% | -13.9% | +15.0% | +0.8% |
| 30D | +13.7% | -39.6% | +53.2% | +12.1% |
| 3M | +5.2% | -53.6% | +58.8% | +3.2% |
| 6M | +11.2% | -6.2% | +17.4% | +10.8% |
| YTD | +9.4% | -1.2% | +10.6% | +9.9% |
| 1Y | +20.4% | +9.7% | +10.7% | +21.5% |
| All | +20.4% | +9.5% | +10.9% | +21.5% |
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