+18.3%
APD vs WING
+0.4%
+17.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.0% |
| 30D | +8.2% | +29.5% | -21.3% | +5.4% |
| 3M | +4.3% | +40.2% | -35.9% | +0.5% |
| 6M | +4.7% | +32.7% | -28.0% | +1.1% |
| YTD | +31.5% | -32.8% | +64.3% | +34.9% |
| 1Y | +23.5% | -31.7% | +55.3% | +26.3% |
| 3Y | +29.1% | -24.7% | +53.8% | +22.0% |
| All | +18.3% | +0.4% | +17.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling