-29.9%
COMP vs WING
-34.0%
+4.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.4% | -3.9% | +5.2% | +2.9% |
| 30D | -13.3% | -11.6% | -1.8% | -9.6% |
| 3M | +41.1% | -24.2% | +65.3% | +55.6% |
| 6M | +17.2% | -54.1% | +71.2% | +56.0% |
| YTD | +5.2% | -53.9% | +59.1% | +37.4% |
| 1Y | +18.9% | -64.4% | +83.3% | +70.5% |
| 3Y | +215.9% | -30.2% | +246.1% | +150.2% |
| All | -29.9% | -34.0% | +4.1% | -51.8% |
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