+35.8%
ARM vs WING
-33.3%
+69.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | -2.5% | +11.6% | +9.3% |
| 30D | -19.9% | +29.5% | -49.5% | -21.4% |
| 3M | -31.6% | +40.2% | -71.8% | -33.4% |
| 6M | -13.9% | +32.7% | -46.6% | -15.2% |
| YTD | +74.3% | -32.8% | +107.1% | +76.3% |
| 1Y | +35.8% | -31.7% | +67.5% | +37.5% |
| All | +35.8% | -33.3% | +69.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling