+191.0%
AG vs WING
+637.4%
-446.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -10.0% | -2.5% | -7.5% | -9.5% |
| 30D | -10.5% | +29.5% | -40.0% | -14.4% |
| 3M | -27.3% | +40.2% | -67.4% | -31.6% |
| 6M | -43.0% | +32.7% | -75.7% | -46.2% |
| YTD | -17.9% | -32.8% | +14.9% | -14.1% |
| 1Y | +11.9% | -31.7% | +43.6% | +16.7% |
| 3Y | +201.8% | -24.7% | +226.5% | +193.5% |
| 5Y | -0.1% | -0.5% | +0.4% | -12.1% |
| 10Y | +72.7% | +647.5% | -574.8% | +11.9% |
| All | +191.0% | +637.4% | -446.4% | +89.1% |
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