+17.5%
DIS vs WING
+656.3%
-638.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +5.2% | +9.0% | -3.8% | +3.8% |
| 30D | +11.5% | +39.9% | -28.5% | +5.6% |
| 3M | +11.5% | +40.4% | -28.9% | +5.2% |
| 6M | +8.9% | +12.9% | -4.0% | +5.3% |
| YTD | +3.4% | -31.1% | +34.5% | +6.8% |
| 1Y | +7.2% | -32.7% | +39.9% | +10.9% |
| 3Y | +43.3% | -19.8% | +63.1% | +36.6% |
| 5Y | -31.4% | +4.0% | -35.4% | -40.5% |
| 10Y | +37.1% | +684.4% | -647.4% | -16.0% |
| All | +17.5% | +656.3% | -638.8% | -28.0% |
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