+347.1%
AG vs WING
+405.9%
-58.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +1.0% | -3.9% | +4.9% | +1.7% |
| 30D | +19.2% | -11.6% | +30.8% | +21.3% |
| 3M | +6.2% | -24.2% | +30.4% | +10.6% |
| 6M | -26.7% | -54.1% | +27.4% | -17.6% |
| YTD | +26.1% | -53.9% | +80.0% | +41.1% |
| 1Y | +131.7% | -64.4% | +196.0% | +168.5% |
| 3Y | +255.3% | -30.2% | +285.5% | +247.1% |
| 5Y | +61.9% | -34.1% | +96.1% | +52.8% |
| 10Y | +72.0% | +342.1% | -270.1% | +22.1% |
| All | +347.1% | +405.9% | -58.8% | +210.6% |
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