+390.3%
A vs WING
+685.5%
-295.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.6% |
| 7D | +1.4% | +5.0% | -3.6% | +0.5% |
| 30D | +4.3% | +38.7% | -34.4% | -1.5% |
| 3M | +19.8% | +44.7% | -24.9% | +11.5% |
| 6M | +54.4% | +31.5% | +22.9% | +45.2% |
| YTD | +31.7% | -28.4% | +60.1% | +35.4% |
| 1Y | +22.4% | -28.2% | +50.6% | +25.6% |
| 3Y | +67.7% | -18.4% | +86.1% | +59.6% |
| 5Y | +15.7% | +5.2% | +10.5% | -0.1% |
| 10Y | +308.7% | +699.8% | -391.1% | +140.2% |
| All | +390.3% | +685.5% | -295.2% | +179.4% |
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