+1,624.8%
UMC vs WING
+405.9%
+1,219.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +5.0% | -3.9% | +8.8% | +5.5% |
| 30D | +7.7% | -11.6% | +19.2% | +9.3% |
| 3M | +1.7% | -24.2% | +25.9% | +5.3% |
| 6M | +113.9% | -54.1% | +168.0% | +138.7% |
| YTD | +168.9% | -53.9% | +222.8% | +196.3% |
| 1Y | +207.2% | -64.4% | +271.6% | +251.8% |
| 3Y | +227.7% | -30.2% | +257.9% | +218.5% |
| 5Y | +118.0% | -34.1% | +152.2% | +104.6% |
| 10Y | +1,682.1% | +342.1% | +1,340.0% | +1,272.6% |
| All | +1,624.8% | +405.9% | +1,219.0% | +1,191.4% |
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