+272.3%
UMAC vs WING
-47.1%
+319.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -5.2% | -2.5% | -2.7% | -4.8% |
| 30D | -36.4% | +29.5% | -65.9% | -38.2% |
| 3M | -58.6% | +40.2% | -98.8% | -60.1% |
| 6M | -24.6% | +32.7% | -57.4% | -26.5% |
| YTD | -11.5% | -32.8% | +21.3% | -11.2% |
| 1Y | +16.9% | -31.7% | +48.6% | +17.0% |
| All | +272.3% | -47.1% | +319.4% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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