-14.1%
DOW vs WING
+25.6%
-39.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +1.6% |
| 7D | +3.7% | -3.9% | +7.6% | +3.4% |
| 30D | +16.3% | +26.6% | -10.4% | +17.4% |
| 3M | +9.7% | +42.5% | -32.8% | +11.7% |
| 6M | -14.1% | +29.4% | -43.5% | -13.1% |
| All | -14.1% | +25.6% | -39.7% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling