+13.1%
D vs WING
-2.2%
+15.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -3.1% | -3.9% | +0.8% | -3.0% |
| 30D | +8.4% | +26.6% | -18.3% | +7.9% |
| 3M | +0.2% | +42.5% | -42.3% | -0.5% |
| 6M | +9.5% | +29.4% | -20.0% | +8.8% |
| YTD | +18.8% | -32.8% | +51.6% | +19.4% |
| 1Y | +14.7% | -33.5% | +48.2% | +15.2% |
| 3Y | +72.9% | -23.4% | +96.3% | +68.4% |
| 5Y | +13.1% | -0.4% | +13.6% | +3.6% |
| All | +13.1% | -2.2% | +15.3% | +3.6% |
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 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