+25.7%
COP vs WING
-19.7%
+45.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.5% |
| 7D | -11.5% | +9.0% | -20.6% | -11.2% |
| 30D | +5.0% | +39.9% | -35.0% | +6.1% |
| 3M | +17.5% | +40.4% | -22.9% | +18.9% |
| 6M | +16.2% | +12.9% | +3.3% | +17.0% |
| YTD | +48.8% | -31.1% | +79.9% | +49.0% |
| 1Y | +64.1% | -32.7% | +96.8% | +64.2% |
| 3Y | +25.7% | -19.8% | +45.5% | +32.8% |
| All | +25.7% | -19.7% | +45.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling