-44.8%
COMP vs WING
-14.7%
-30.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +56.2% |
| YTD | +5.2% | -53.9% | +59.1% | +37.5% |
| 1Y | +18.9% | -64.4% | +83.3% | +70.7% |
| 3Y | +215.9% | -30.2% | +246.1% | +153.3% |
| 5Y | -31.2% | -34.1% | +2.9% | -50.1% |
| All | -44.8% | -14.7% | -30.1% | -68.0% |
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