+560.1%
AGI vs WING
+407.0%
+153.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +10.0% | -6.0% | +16.0% | +10.5% |
| 3M | +1.7% | -23.5% | +25.2% | +4.6% |
| 6M | -26.8% | -52.0% | +25.2% | -21.1% |
| YTD | -5.3% | -53.8% | +48.5% | +2.1% |
| 1Y | +11.5% | -63.8% | +75.3% | +23.0% |
| 3Y | +212.9% | -30.8% | +243.7% | +206.4% |
| 5Y | +388.8% | -34.3% | +423.1% | +366.0% |
| 10Y | +383.6% | +352.4% | +31.2% | +275.1% |
| All | +560.1% | +407.0% | +153.1% | +395.7% |
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