+96.0%
WMT vs UMAC
+473.8%
-377.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | -7.4% | -15.1% | +7.7% | -7.4% |
| 3M | -10.9% | -10.8% | -0.1% | -10.8% |
| 6M | -12.7% | +15.7% | -28.4% | -12.8% |
| YTD | -3.2% | +80.1% | -83.4% | -3.6% |
| 1Y | +5.3% | +116.7% | -111.5% | +4.6% |
| All | +96.0% | +473.8% | -377.7% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling