+256.2%
WPM vs UMAC
+488.3%
-232.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.4% | -3.6% |
| 7D | -3.6% | -4.0% | +0.4% | -3.5% |
| 30D | +12.5% | -9.4% | +21.9% | +12.6% |
| 3M | +40.6% | +3.0% | +37.6% | +39.5% |
| 6M | +0.5% | +27.2% | -26.6% | -1.3% |
| YTD | +29.0% | +84.7% | -55.7% | +25.6% |
| 1Y | +43.8% | +136.5% | -92.7% | +39.3% |
| All | +256.2% | +488.3% | -232.1% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling