+162.2%
ARM vs WING
-0.9%
+163.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.1% | -11.9% | -12.8% |
| 7D | -27.1% | +14.0% | -41.1% | -29.5% |
| 30D | -44.9% | +47.7% | -92.6% | -50.2% |
| 3M | -39.3% | +34.2% | -73.5% | -44.4% |
| 6M | -20.2% | +13.6% | -33.7% | -24.2% |
| YTD | +52.5% | -30.0% | +82.6% | +62.3% |
| 1Y | +4.1% | -33.9% | +38.0% | +12.2% |
| 3Y | +211.7% | -18.7% | +230.4% | +190.4% |
| All | +162.2% | -0.9% | +163.1% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling