+34.1%
COP vs WING
-23.4%
+57.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | -2.5% | +6.9% | +4.3% |
| 30D | 0.0% | +29.5% | -29.6% | +0.8% |
| 3M | +15.0% | +40.2% | -25.1% | +16.5% |
| 6M | +22.0% | +32.7% | -10.7% | +23.1% |
| YTD | +55.3% | -32.8% | +88.1% | +55.4% |
| 1Y | +64.1% | -31.7% | +95.8% | +64.1% |
| 3Y | +34.1% | -24.7% | +58.8% | +53.5% |
| All | +34.1% | -23.4% | +57.5% | +53.5% |
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