+383.1%
ALL vs WING
+656.3%
-273.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.3% |
| 7D | -1.9% | +9.0% | -11.0% | -2.8% |
| 30D | +13.8% | +39.9% | -26.2% | +9.9% |
| 3M | -7.0% | +40.4% | -47.4% | -10.5% |
| 6M | +18.0% | +12.9% | +5.1% | +15.5% |
| YTD | +24.2% | -31.1% | +55.3% | +26.8% |
| 1Y | +31.2% | -32.7% | +63.9% | +34.0% |
| 3Y | +107.5% | -19.8% | +127.3% | +99.7% |
| 5Y | +144.8% | +4.0% | +140.8% | +120.1% |
| 10Y | +375.8% | +684.4% | -308.7% | +200.1% |
| All | +383.1% | +656.3% | -273.3% | +207.3% |
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