+104.4%
COST vs WING
-33.6%
+138.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | -2.8% | -2.3% | -0.5% | -2.5% |
| 30D | -5.3% | -5.6% | +0.4% | -4.7% |
| 3M | -6.7% | -22.9% | +16.2% | -4.1% |
| 6M | -9.9% | -50.4% | +40.5% | -2.0% |
| YTD | +5.1% | -53.3% | +58.5% | +14.3% |
| 1Y | -7.3% | -61.2% | +53.9% | +3.4% |
| 3Y | +70.4% | -30.1% | +100.5% | +60.2% |
| 5Y | +104.4% | -35.0% | +139.4% | +72.2% |
| All | +104.4% | -33.6% | +138.0% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling