+26.1%
APD vs WING
-35.4%
+61.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -1.9% | -6.0% | +4.1% | -1.4% |
| 3M | +8.2% | -23.5% | +31.7% | +10.7% |
| 6M | +10.7% | -52.0% | +62.7% | +18.2% |
| YTD | +22.9% | -53.8% | +76.7% | +30.9% |
| 1Y | +5.8% | -63.8% | +69.6% | +15.5% |
| 3Y | +7.8% | -30.8% | +38.5% | +1.0% |
| 5Y | +26.1% | -34.3% | +60.4% | +9.4% |
| All | +26.1% | -35.4% | +61.6% | +9.4% |
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 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