+116.7%
UMAC vs WING
-58.1%
+174.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.0% | -8.4% | -3.9% |
| 7D | -3.4% | +7.2% | -10.6% | -5.2% |
| 30D | -15.1% | +4.8% | -19.9% | -15.5% |
| 3M | -10.8% | -23.7% | +12.9% | -6.1% |
| 6M | +15.7% | -43.6% | +59.3% | +24.5% |
| YTD | +80.1% | -50.6% | +130.7% | +103.5% |
| 1Y | +116.7% | -57.0% | +173.7% | +145.8% |
| All | +116.7% | -58.1% | +174.8% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling