+69.5%
COST vs WING
-30.4%
+99.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.2% | -0.1% | -3.0% | -3.2% |
| 30D | -4.0% | -6.0% | +2.1% | -3.6% |
| 3M | -6.5% | -23.5% | +17.0% | -4.9% |
| 6M | -8.5% | -52.0% | +43.4% | -3.1% |
| YTD | +6.0% | -53.8% | +59.8% | +12.0% |
| 1Y | -5.8% | -63.8% | +58.0% | +2.3% |
| All | +69.5% | -30.4% | +99.9% | +48.1% |
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