+193.0%
ARM vs WING
+5.8%
+187.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.4% | -1.7% | +4.7% |
| 7D | -5.3% | +8.6% | -13.9% | -7.2% |
| 30D | -30.0% | +44.8% | -74.8% | -36.4% |
| 3M | -34.1% | +51.9% | -86.0% | -41.4% |
| 6M | -12.6% | +37.2% | -49.9% | -21.3% |
| YTD | +70.4% | -25.3% | +95.7% | +78.5% |
| 1Y | +22.3% | -25.1% | +47.4% | +27.0% |
| 3Y | +261.2% | -12.9% | +274.1% | +230.8% |
| All | +193.0% | +5.8% | +187.1% | +146.3% |
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 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