+684.2%
UMAC vs WING
-63.7%
+747.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -0.9% | -3.9% | +2.9% | -0.5% |
| 30D | -7.7% | -11.6% | +3.9% | -6.4% |
| 3M | -26.4% | -24.2% | -2.2% | -24.6% |
| 6M | +61.9% | -54.1% | +115.9% | +68.8% |
| YTD | +86.5% | -53.9% | +140.4% | +95.6% |
| 1Y | +156.3% | -64.4% | +220.7% | +168.7% |
| All | +684.2% | -63.7% | +747.9% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling