+66.6%
CSCO vs WING
-64.3%
+130.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -10.1% | -6.0% | -4.1% | -10.1% |
| 3M | -11.7% | -23.5% | +11.7% | -11.6% |
| 6M | +40.1% | -52.0% | +92.1% | +42.6% |
| YTD | +43.8% | -53.8% | +97.6% | +47.2% |
| 1Y | +66.6% | -63.8% | +130.4% | +72.6% |
| All | +66.6% | -64.3% | +130.9% | +72.6% |
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