+59.5%
D vs WING
+405.9%
-346.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +0.4% | -3.9% | +4.3% | +0.6% |
| 30D | -3.6% | -11.6% | +8.0% | -3.1% |
| 3M | -1.0% | -24.2% | +23.2% | 0.0% |
| 6M | +6.3% | -54.1% | +60.3% | +9.5% |
| YTD | +14.7% | -53.9% | +68.6% | +17.9% |
| 1Y | +16.9% | -64.4% | +81.3% | +21.4% |
| 3Y | +56.8% | -30.2% | +87.0% | +53.2% |
| 5Y | +5.2% | -34.1% | +39.3% | +1.6% |
| 10Y | +35.9% | +342.1% | -306.3% | +13.5% |
| All | +59.5% | +405.9% | -346.4% | +31.9% |
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