-10.8%
DOW vs WING
+72.1%
-82.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.9% |
| 7D | -2.4% | -3.9% | +1.5% | -1.9% |
| 30D | +0.4% | -11.6% | +12.0% | +1.6% |
| 3M | -14.4% | -24.2% | +9.8% | -12.0% |
| 6M | -7.0% | -54.1% | +47.1% | +1.6% |
| YTD | +30.2% | -53.9% | +84.1% | +41.0% |
| 1Y | +29.2% | -64.4% | +93.6% | +44.9% |
| 3Y | -36.7% | -30.2% | -6.5% | -39.4% |
| 5Y | -37.7% | -34.1% | -3.6% | -41.7% |
| All | -10.8% | +72.1% | -82.9% | -37.5% |
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