+195.9%
APD vs WING
+405.9%
-209.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | -3.9% | +1.6% | -1.8% |
| 30D | +2.1% | -11.6% | +13.7% | +3.4% |
| 3M | +7.2% | -24.2% | +31.4% | +10.4% |
| 6M | +11.2% | -54.1% | +65.3% | +21.1% |
| YTD | +24.4% | -53.9% | +78.3% | +34.5% |
| 1Y | +6.7% | -64.4% | +71.0% | +18.8% |
| 3Y | +9.2% | -30.2% | +39.4% | +5.1% |
| 5Y | +27.4% | -34.1% | +61.5% | +19.3% |
| 10Y | +164.8% | +342.1% | -177.3% | +76.1% |
| All | +195.9% | +405.9% | -209.9% | +89.3% |
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 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