+185.3%
C vs WING
+656.3%
-471.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -2.4% | +9.0% | -11.4% | -3.9% |
| 30D | -6.0% | +39.9% | -45.9% | -11.5% |
| 3M | -10.5% | +40.4% | -51.0% | -16.4% |
| 6M | -5.7% | +12.9% | -18.6% | -9.3% |
| YTD | +4.1% | -31.1% | +35.2% | +8.3% |
| 1Y | +20.5% | -32.7% | +53.2% | +25.6% |
| 3Y | +208.1% | -19.8% | +227.9% | +193.8% |
| 5Y | +110.4% | +4.0% | +106.5% | +81.6% |
| 10Y | +234.6% | +684.4% | -449.8% | +69.6% |
| All | +185.3% | +656.3% | -471.0% | +39.5% |
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