+18.4%
WMB vs UMAC
+6.6%
+11.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.2% | +0.9% |
| 7D | +8.1% | +10.1% | -2.1% | +7.7% |
| 30D | -6.9% | -39.1% | +32.3% | -6.1% |
| 3M | -5.1% | -56.2% | +51.1% | -3.8% |
| 6M | -5.7% | -16.2% | +10.5% | -5.7% |
| YTD | +18.1% | -7.1% | +25.2% | +15.7% |
| 1Y | +18.4% | +10.3% | +8.2% | +14.8% |
| All | +18.4% | +6.6% | +11.8% | +14.8% |
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 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