+204.6%
COP vs WING
+685.5%
-480.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.2% |
| 7D | -6.1% | +5.0% | -11.1% | -6.6% |
| 30D | +1.1% | +38.7% | -37.6% | -2.4% |
| 3M | +10.9% | +44.7% | -33.8% | +6.1% |
| 6M | +20.8% | +31.5% | -10.7% | +15.9% |
| YTD | +48.0% | -28.4% | +76.5% | +50.6% |
| 1Y | +58.5% | -28.2% | +86.7% | +60.8% |
| 3Y | +28.1% | -18.4% | +46.5% | +20.7% |
| 5Y | +120.5% | +5.2% | +115.2% | +91.9% |
| 10Y | +310.1% | +699.8% | -389.7% | +98.2% |
| All | +204.6% | +685.5% | -480.9% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling