-49.3%
COMP vs WING
+27.6%
-76.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +11.3% |
| 7D | +13.4% | +9.0% | +4.4% | +9.8% |
| 30D | +11.1% | +39.9% | -28.8% | -3.4% |
| 3M | -18.8% | +40.4% | -59.3% | -30.4% |
| 6M | +10.5% | +12.9% | -2.4% | +2.4% |
| YTD | -3.4% | -31.1% | +27.7% | +6.2% |
| 1Y | +19.7% | -32.7% | +52.4% | +32.1% |
| 3Y | +381.6% | -19.8% | +401.4% | +289.2% |
| 5Y | -17.6% | +4.0% | -21.6% | -50.7% |
| All | -49.3% | +27.6% | -76.9% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling