+296.4%
ARM vs WING
-34.7%
+331.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | +5.5% | -3.9% | +9.3% | +6.4% |
| 30D | -8.2% | -11.6% | +3.4% | -5.9% |
| 3M | -35.9% | -24.2% | -11.7% | -32.0% |
| 6M | +103.1% | -54.1% | +157.2% | +147.6% |
| YTD | +130.6% | -53.9% | +184.5% | +174.4% |
| 1Y | +86.1% | -64.4% | +150.4% | +140.6% |
| All | +296.4% | -34.7% | +331.1% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling