-20.2%
ARM vs WING
+10.4%
-30.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.1% | -11.9% | -13.0% |
| 7D | -27.1% | +14.0% | -41.1% | -27.6% |
| 30D | -44.9% | +47.7% | -92.6% | -46.5% |
| 3M | -39.3% | +34.2% | -73.5% | -40.8% |
| 6M | -20.2% | +13.6% | -33.7% | -19.8% |
| All | -20.2% | +10.4% | -30.5% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling