+397.0%
ALL vs WING
+672.3%
-275.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.6% |
| 30D | +12.7% | +32.3% | -19.6% | +9.4% |
| 3M | +0.4% | +50.2% | -49.8% | -4.1% |
| 6M | +23.8% | +31.7% | -7.9% | +19.1% |
| YTD | +27.8% | -29.6% | +57.4% | +30.1% |
| 1Y | +28.9% | -29.7% | +58.6% | +31.0% |
| 3Y | +113.9% | -19.8% | +133.7% | +105.8% |
| 5Y | +157.4% | +3.1% | +154.3% | +131.9% |
| 10Y | +369.0% | +682.9% | -313.9% | +196.0% |
| All | +397.0% | +672.3% | -275.3% | +215.4% |
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