+350.8%
EXPD vs WING
+405.9%
-55.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -1.1% | -3.9% | +2.7% | -0.6% |
| 30D | +4.1% | -11.6% | +15.6% | +5.6% |
| 3M | +17.9% | -24.2% | +42.1% | +21.8% |
| 6M | +29.2% | -54.1% | +83.3% | +43.2% |
| YTD | +27.4% | -53.9% | +81.3% | +40.3% |
| 1Y | +56.8% | -64.4% | +121.2% | +78.8% |
| 3Y | +68.0% | -30.2% | +98.2% | +64.2% |
| 5Y | +61.9% | -34.1% | +96.0% | +53.6% |
| 10Y | +316.0% | +342.1% | -26.1% | +190.6% |
| All | +350.8% | +405.9% | -55.0% | +204.1% |
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 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