+66.2%
D vs WING
+656.3%
-590.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | +3.0% | +9.0% | -6.1% | +2.6% |
| 30D | +11.5% | +39.9% | -28.4% | +9.9% |
| 3M | +3.7% | +40.4% | -36.7% | +2.1% |
| 6M | +13.5% | +12.9% | +0.7% | +12.5% |
| YTD | +20.7% | -31.1% | +51.8% | +21.8% |
| 1Y | +18.2% | -32.7% | +50.9% | +19.4% |
| 3Y | +73.3% | -19.8% | +93.1% | +69.4% |
| 5Y | +12.3% | +4.0% | +8.3% | +6.2% |
| 10Y | +43.4% | +684.4% | -641.0% | +16.5% |
| All | +66.2% | +656.3% | -590.2% | +35.0% |
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