+57.2%
COP vs WING
-25.3%
+82.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -0.7% |
| 7D | -8.4% | +8.6% | -17.0% | -7.8% |
| 30D | +0.3% | +44.8% | -44.5% | +3.1% |
| 3M | +15.1% | +51.9% | -36.8% | +19.1% |
| 6M | +19.8% | +37.2% | -17.5% | +22.8% |
| YTD | +46.8% | -25.3% | +72.1% | +48.3% |
| All | +57.2% | -25.3% | +82.5% | +58.7% |
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