+199.4%
APD vs WING
+656.3%
-456.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.7% | +9.0% | -12.7% | -4.7% |
| 30D | +9.6% | +39.9% | -30.3% | +5.1% |
| 3M | +1.6% | +40.4% | -38.8% | -3.0% |
| 6M | +2.2% | +12.9% | -10.7% | -0.4% |
| YTD | +25.9% | -31.1% | +56.9% | +29.1% |
| 1Y | +20.1% | -32.7% | +52.8% | +23.4% |
| 3Y | +12.4% | -19.8% | +32.2% | +7.3% |
| 5Y | +11.1% | +4.0% | +7.2% | -1.8% |
| 10Y | +190.1% | +684.4% | -494.3% | +79.2% |
| All | +199.4% | +656.3% | -456.9% | +81.7% |
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