+11.9%
COST vs WING
-23.2%
+35.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.1% | +2.6% |
| 7D | +6.6% | +21.0% | -14.3% | +6.4% |
| 30D | +13.5% | +56.9% | -43.4% | +13.0% |
| 3M | +10.6% | +38.4% | -27.8% | +10.1% |
| 6M | +3.6% | +12.0% | -8.3% | +3.1% |
| YTD | +22.1% | -29.2% | +51.3% | +21.7% |
| 1Y | +11.9% | -28.8% | +40.7% | +11.7% |
| All | +11.9% | -23.2% | +35.1% | +11.7% |
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