+44.6%
COP vs WING
-65.5%
+110.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +3.0% | -3.9% | +6.9% | +2.8% |
| 30D | +17.5% | -11.6% | +29.1% | +16.7% |
| 3M | +13.4% | -24.2% | +37.6% | +11.7% |
| 6M | +17.7% | -54.1% | +71.8% | +13.6% |
| YTD | +46.6% | -53.9% | +100.5% | +42.3% |
| 1Y | +44.6% | -64.4% | +109.0% | +34.6% |
| All | +44.6% | -65.5% | +110.2% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling