+214.2%
ARM vs WING
-4.8%
+218.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.7% |
| 7D | +19.8% | -3.9% | +23.7% | +20.9% |
| 30D | -21.8% | +26.6% | -48.4% | -26.6% |
| 3M | -26.5% | +42.5% | -69.0% | -33.7% |
| 6M | -3.9% | +29.4% | -33.3% | -12.5% |
| YTD | +82.8% | -32.8% | +115.5% | +96.1% |
| 1Y | +34.3% | -33.5% | +67.8% | +43.6% |
| 3Y | +282.2% | -23.4% | +305.6% | +262.9% |
| All | +214.2% | -4.8% | +218.9% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling