+1,059.4%
AU vs WING
+637.4%
+422.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.2% | -2.5% | -4.7% | -6.9% |
| 30D | -2.9% | +29.5% | -32.4% | -5.1% |
| 3M | -8.7% | +40.2% | -48.8% | -11.7% |
| 6M | -14.1% | +32.7% | -46.8% | -16.8% |
| YTD | +4.8% | -32.8% | +37.6% | +7.4% |
| 1Y | +11.9% | -31.7% | +43.6% | +14.4% |
| 3Y | +513.8% | -24.7% | +538.5% | +495.1% |
| 5Y | +379.3% | -0.5% | +379.7% | +334.9% |
| 10Y | +837.1% | +647.5% | +189.6% | +613.4% |
| All | +1,059.4% | +637.4% | +422.0% | +764.0% |
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