+43.8%
D vs WING
+742.9%
-699.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -0.9% |
| 7D | +0.8% | +8.6% | -7.8% | +0.4% |
| 30D | +10.7% | +44.8% | -34.0% | +9.0% |
| 3M | +2.3% | +51.9% | -49.7% | +0.4% |
| 6M | +12.5% | +37.2% | -24.7% | +10.6% |
| YTD | +20.1% | -25.3% | +45.4% | +20.8% |
| 1Y | +15.6% | -25.1% | +40.6% | +16.1% |
| 3Y | +75.2% | -12.9% | +88.1% | +70.3% |
| 5Y | +14.6% | +12.0% | +2.6% | +7.8% |
| 10Y | +43.8% | +716.5% | -672.7% | +19.6% |
| All | +43.8% | +742.9% | -699.1% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling