+676.6%
UMAC vs WING
-63.3%
+739.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -9.4% | -0.5% | -8.9% | -9.0% |
| 3M | +3.0% | -23.9% | +26.8% | +5.5% |
| 6M | +27.2% | -48.9% | +76.1% | +31.8% |
| YTD | +84.7% | -53.3% | +138.0% | +93.4% |
| 1Y | +136.5% | -60.3% | +196.8% | +147.7% |
| All | +676.6% | -63.3% | +739.8% | +672.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling