-54.2%
COMP vs WING
+29.5%
-83.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.1% | -7.0% | -7.7% |
| 7D | -1.8% | +14.0% | -15.8% | -6.6% |
| 30D | -0.8% | +47.7% | -48.5% | -15.5% |
| 3M | -28.1% | +34.2% | -62.3% | -37.2% |
| 6M | +27.0% | +13.6% | +13.4% | +17.4% |
| YTD | -12.8% | -30.0% | +17.3% | -4.6% |
| 1Y | +4.9% | -33.9% | +38.8% | +16.8% |
| 3Y | +321.0% | -18.7% | +339.7% | +238.7% |
| 5Y | -25.6% | +5.5% | -31.1% | -55.7% |
| All | -54.2% | +29.5% | -83.7% | -77.8% |
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 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