-34.9%
AUR vs WING
-19.9%
-15.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +19.2% | -0.1% | +19.4% | +19.2% |
| 30D | -7.8% | -6.0% | -1.8% | -6.2% |
| 3M | +4.0% | -23.5% | +27.5% | +12.9% |
| 6M | +45.0% | -52.0% | +97.0% | +87.4% |
| YTD | +69.5% | -53.8% | +123.3% | +117.4% |
| 1Y | +13.0% | -63.8% | +76.8% | +58.9% |
| 3Y | +90.4% | -30.8% | +121.1% | +61.8% |
| 5Y | -34.2% | -34.3% | +0.1% | -49.0% |
| All | -34.9% | -19.9% | -15.0% | -50.0% |
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