+181.6%
EXC vs WING
+656.3%
-474.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.2% | +9.0% | -10.2% | -1.9% |
| 30D | +10.0% | +39.9% | -30.0% | +6.7% |
| 3M | +1.6% | +40.4% | -38.8% | -1.7% |
| 6M | +3.3% | +12.9% | -9.6% | +1.4% |
| YTD | +7.6% | -31.1% | +38.6% | +9.3% |
| 1Y | +3.5% | -32.7% | +36.2% | +5.2% |
| 3Y | +27.7% | -19.8% | +47.5% | +21.5% |
| 5Y | +41.1% | +4.0% | +37.2% | +25.8% |
| 10Y | +178.2% | +684.4% | -506.2% | +82.9% |
| All | +181.6% | +656.3% | -474.8% | +83.2% |
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 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