+46.9%
AA vs WING
+656.3%
-609.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +0.9% | +9.0% | -8.2% | -0.9% |
| 30D | -6.7% | +39.9% | -46.6% | -13.3% |
| 3M | -16.3% | +40.4% | -56.8% | -23.0% |
| 6M | -37.1% | +12.9% | -50.0% | -40.2% |
| YTD | -25.0% | -31.1% | +6.1% | -21.8% |
| 1Y | +8.6% | -32.7% | +41.3% | +13.4% |
| 3Y | +57.2% | -19.8% | +77.0% | +45.2% |
| 5Y | -13.0% | +4.0% | -17.0% | -29.0% |
| 10Y | +65.5% | +684.4% | -618.9% | -26.6% |
| All | +46.9% | +656.3% | -609.4% | -37.3% |
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