+702.6%
UMAC vs WING
-63.3%
+765.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.5% |
| 7D | +3.3% | -2.3% | +5.5% | +3.5% |
| 30D | -10.4% | -5.6% | -4.8% | -9.6% |
| 3M | +1.8% | -22.9% | +24.7% | +4.1% |
| 6M | +40.7% | -50.4% | +91.2% | +46.1% |
| YTD | +90.9% | -53.3% | +144.2% | +99.9% |
| 1Y | +151.8% | -61.2% | +213.0% | +163.6% |
| All | +702.6% | -63.3% | +765.9% | +698.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling