-50.3%
DOCS vs WING
-25.6%
-24.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -1.4% | -3.9% | +2.4% | -0.4% |
| 30D | +21.8% | -11.6% | +33.4% | +25.2% |
| 3M | +27.3% | -24.2% | +51.5% | +35.4% |
| 6M | -0.3% | -54.1% | +53.7% | +21.4% |
| YTD | -40.5% | -53.9% | +13.4% | -28.6% |
| 1Y | -61.5% | -64.4% | +2.8% | -50.4% |
| 3Y | +8.2% | -30.2% | +38.4% | -8.0% |
| 5Y | -73.4% | -34.1% | -39.3% | -80.2% |
| All | -50.3% | -25.6% | -24.7% | -66.4% |
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