+691.9%
COST vs WING
+405.9%
+286.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -3.1% | -3.9% | +0.7% | -2.7% |
| 30D | -2.8% | -11.6% | +8.8% | -1.5% |
| 3M | -5.7% | -24.2% | +18.5% | -2.9% |
| 6M | -8.8% | -54.1% | +45.3% | -0.3% |
| YTD | +6.7% | -53.9% | +60.6% | +15.6% |
| 1Y | -3.6% | -64.4% | +60.7% | +7.8% |
| 3Y | +75.1% | -30.2% | +105.3% | +71.3% |
| 5Y | +108.9% | -34.1% | +143.0% | +96.9% |
| 10Y | +586.2% | +342.1% | +244.0% | +402.2% |
| All | +691.9% | +405.9% | +286.0% | +464.3% |
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