+384.7%
AGI vs WING
-33.2%
+417.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.1% |
| 7D | -2.7% | +7.2% | -10.0% | -3.5% |
| 30D | +7.2% | +4.8% | +2.5% | +6.5% |
| 3M | +4.3% | -23.7% | +27.9% | +7.0% |
| 6M | -27.1% | -43.6% | +16.5% | -23.0% |
| YTD | -6.6% | -50.6% | +44.0% | -0.4% |
| 1Y | +9.5% | -57.0% | +66.5% | +18.1% |
| 3Y | +208.4% | -28.3% | +236.7% | +194.3% |
| All | +384.7% | -33.2% | +417.9% | +315.2% |
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