+187.8%
APD vs WING
+742.9%
-555.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.3% | +1.1% |
| 7D | -1.6% | +8.6% | -10.1% | -2.5% |
| 30D | +10.6% | +44.8% | -34.2% | +5.7% |
| 3M | +2.5% | +51.9% | -49.4% | -3.0% |
| 6M | +6.0% | +37.2% | -31.3% | +1.0% |
| YTD | +28.4% | -25.3% | +53.7% | +30.5% |
| 1Y | +22.2% | -25.1% | +47.2% | +23.9% |
| 3Y | +26.6% | -12.9% | +39.5% | +19.3% |
| 5Y | +11.8% | +12.0% | -0.2% | -2.6% |
| 10Y | +187.8% | +716.5% | -528.7% | +75.3% |
| All | +187.8% | +742.9% | -555.1% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling