+169.3%
EXC vs WING
+405.9%
-236.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.3% | -3.9% | +4.1% | +0.6% |
| 30D | -3.7% | -11.6% | +7.9% | -2.9% |
| 3M | -1.3% | -24.2% | +22.9% | +0.7% |
| 6M | -9.7% | -54.1% | +44.4% | -4.1% |
| YTD | +2.9% | -53.9% | +56.8% | +8.5% |
| 1Y | +4.4% | -64.4% | +68.7% | +12.5% |
| 3Y | +22.2% | -30.2% | +52.4% | +16.1% |
| 5Y | +46.7% | -34.1% | +80.8% | +36.6% |
| 10Y | +155.3% | +342.1% | -186.8% | +77.0% |
| All | +169.3% | +405.9% | -236.5% | +81.9% |
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