+298.3%
COP vs WING
+742.9%
-444.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -2.0% |
| 7D | -8.4% | +8.6% | -17.0% | -9.1% |
| 30D | +0.3% | +44.8% | -44.5% | -3.0% |
| 3M | +15.1% | +51.9% | -36.8% | +10.5% |
| 6M | +19.8% | +37.2% | -17.5% | +15.3% |
| YTD | +46.8% | -25.3% | +72.1% | +48.7% |
| 1Y | +59.7% | -25.1% | +84.8% | +61.3% |
| 3Y | +28.7% | -12.9% | +41.6% | +20.9% |
| 5Y | +110.7% | +12.0% | +98.7% | +84.8% |
| 10Y | +298.3% | +716.5% | -418.2% | +98.1% |
| All | +298.3% | +742.9% | -444.6% | +98.1% |
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