+392.1%
ALL vs WING
+405.9%
-13.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | 0.0% | -3.9% | +3.9% | +0.4% |
| 30D | -1.5% | -11.6% | +10.1% | -0.4% |
| 3M | +23.6% | -24.2% | +47.8% | +26.5% |
| 6M | +22.3% | -54.1% | +76.4% | +31.3% |
| YTD | +26.5% | -53.9% | +80.4% | +34.9% |
| 1Y | +27.0% | -64.4% | +91.4% | +38.7% |
| 3Y | +149.6% | -30.2% | +179.8% | +141.9% |
| 5Y | +118.1% | -34.1% | +152.2% | +105.8% |
| 10Y | +369.0% | +342.1% | +26.8% | +216.0% |
| All | +392.1% | +405.9% | -13.8% | +226.9% |
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