+1,842.6%
UMC vs WING
+407.7%
+1,434.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +1.4% |
| 7D | +9.0% | +7.2% | +1.8% | +7.8% |
| 30D | +17.2% | +4.8% | +12.5% | +15.9% |
| 3M | +11.4% | -23.7% | +35.1% | +15.4% |
| 6M | +137.5% | -43.6% | +181.1% | +157.7% |
| YTD | +193.1% | -50.6% | +243.7% | +221.0% |
| 1Y | +240.3% | -57.0% | +297.3% | +279.9% |
| 3Y | +262.2% | -28.3% | +290.5% | +248.5% |
| 5Y | +143.1% | -32.4% | +175.5% | +124.6% |
| All | +1,842.6% | +407.7% | +1,434.9% | +1,371.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling