+167.3%
B vs WING
-23.4%
+190.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.9% |
| 7D | -6.2% | -3.9% | -2.3% | -6.0% |
| 30D | -6.6% | +26.6% | -33.3% | -7.2% |
| 3M | -7.9% | +42.5% | -50.4% | -8.9% |
| 6M | -16.8% | +29.4% | -46.2% | -17.3% |
| YTD | -11.7% | -32.8% | +21.1% | -10.7% |
| 1Y | +3.5% | -33.5% | +36.9% | +4.6% |
| All | +167.3% | -23.4% | +190.7% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling