-31.0%
APTV vs WING
+405.9%
-436.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.3% |
| 7D | +4.8% | -3.9% | +8.7% | +5.8% |
| 30D | +2.0% | -11.6% | +13.6% | +4.8% |
| 3M | -34.2% | -24.2% | -10.0% | -29.9% |
| 6M | -34.7% | -54.1% | +19.4% | -21.6% |
| YTD | -37.0% | -53.9% | +16.9% | -25.4% |
| 1Y | -40.4% | -64.4% | +24.0% | -25.1% |
| 3Y | -54.1% | -30.2% | -23.9% | -57.2% |
| 5Y | -68.0% | -34.1% | -33.9% | -71.5% |
| 10Y | -15.5% | +342.1% | -357.7% | -56.1% |
| All | -31.0% | +405.9% | -436.8% | -66.1% |
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