+43.8%
EXC vs WING
+4.1%
+39.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -1.2% | +9.0% | -10.2% | -1.4% |
| 30D | +10.0% | +39.9% | -30.0% | +8.8% |
| 3M | +1.6% | +40.4% | -38.8% | +0.5% |
| 6M | +3.3% | +12.9% | -9.6% | +2.6% |
| YTD | +7.6% | -31.1% | +38.6% | +7.9% |
| 1Y | +3.5% | -32.7% | +36.2% | +3.8% |
| 3Y | +27.7% | -19.8% | +47.5% | +21.7% |
| All | +43.8% | +4.1% | +39.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling