+115.0%
UMC vs WING
-23.2%
+138.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.1% |
| 7D | -14.7% | +21.0% | -35.6% | -14.9% |
| 30D | -32.9% | +56.9% | -89.7% | -33.9% |
| 3M | -22.2% | +38.4% | -60.5% | -23.1% |
| 6M | +25.9% | +12.0% | +13.9% | +25.3% |
| YTD | +107.9% | -29.2% | +137.2% | +104.1% |
| 1Y | +115.0% | -28.8% | +143.8% | +109.8% |
| All | +115.0% | -23.2% | +138.2% | +109.8% |
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