-14.9%
A vs WING
-35.4%
+20.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | +0.6% | -6.0% | +6.6% | +1.3% |
| 3M | +10.9% | -23.5% | +34.4% | +15.1% |
| 6M | +28.2% | -52.0% | +80.1% | +43.2% |
| YTD | +8.6% | -53.8% | +62.4% | +20.9% |
| 1Y | +15.5% | -63.8% | +79.3% | +33.8% |
| 3Y | +31.8% | -30.8% | +62.6% | +23.1% |
| 5Y | -14.9% | -34.3% | +19.4% | -24.4% |
| All | -14.9% | -35.4% | +20.6% | -24.4% |
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 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