+858.0%
COST vs WING
+637.4%
+220.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | -2.5% | +7.5% | +5.3% |
| 30D | +12.8% | +29.5% | -16.7% | +8.9% |
| 3M | +15.2% | +40.2% | -25.0% | +9.7% |
| 6M | +7.4% | +32.7% | -25.3% | +2.2% |
| YTD | +29.0% | -32.8% | +61.8% | +32.7% |
| 1Y | +20.3% | -31.7% | +52.0% | +23.2% |
| 3Y | +99.0% | -24.7% | +123.7% | +93.7% |
| 5Y | +125.7% | -0.5% | +126.2% | +101.4% |
| 10Y | +775.3% | +647.5% | +127.8% | +498.8% |
| All | +858.0% | +637.4% | +220.6% | +547.9% |
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