-36.1%
AUR vs WING
-35.5%
-0.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | -8.9% | -0.5% | -8.5% | -9.3% |
| 3M | +4.6% | -23.9% | +28.5% | +14.0% |
| 6M | +44.9% | -48.9% | +93.7% | +82.9% |
| YTD | +64.8% | -53.3% | +118.2% | +111.6% |
| 1Y | +16.4% | -60.3% | +76.7% | +57.1% |
| 3Y | +85.1% | -30.1% | +115.2% | +53.7% |
| 5Y | -36.1% | -36.2% | +0.1% | -47.6% |
| All | -36.1% | -35.5% | -0.6% | -47.6% |
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