+1,348.9%
AU vs WING
+407.0%
+941.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +12.8% | -6.0% | +18.8% | +13.2% |
| 3M | +28.5% | -23.5% | +51.9% | +31.2% |
| 6M | +4.8% | -52.0% | +56.8% | +11.3% |
| YTD | +31.0% | -53.8% | +84.8% | +39.1% |
| 1Y | +81.4% | -63.8% | +145.2% | +96.4% |
| 3Y | +618.4% | -30.8% | +649.2% | +594.2% |
| 5Y | +686.3% | -34.3% | +720.6% | +641.4% |
| 10Y | +664.5% | +352.4% | +312.1% | +508.3% |
| All | +1,348.9% | +407.0% | +941.9% | +1,018.8% |
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 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