-0.3%
AR vs WING
+656.3%
-656.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -14.3% | +9.0% | -23.3% | -15.1% |
| 30D | +1.4% | +39.9% | -38.5% | -2.4% |
| 3M | +3.4% | +40.4% | -37.0% | -1.0% |
| 6M | -2.1% | +12.9% | -14.9% | -4.4% |
| YTD | +4.7% | -31.1% | +35.8% | +6.9% |
| 1Y | +10.6% | -32.7% | +43.3% | +12.9% |
| 3Y | +24.6% | -19.8% | +44.4% | +19.5% |
| 5Y | +71.9% | +4.0% | +67.9% | +53.8% |
| 10Y | +46.4% | +684.4% | -638.1% | -5.4% |
| All | -0.3% | +656.3% | -656.7% | -36.0% |
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