+351.0%
EXPD vs WING
+667.7%
-316.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.3% |
| 7D | -4.8% | +14.0% | -18.8% | -6.6% |
| 30D | -1.5% | +47.7% | -49.2% | -7.2% |
| 3M | +4.1% | +34.2% | -30.1% | -1.0% |
| 6M | +24.0% | +13.6% | +10.5% | +19.9% |
| YTD | +27.4% | -30.0% | +57.4% | +31.5% |
| 1Y | +38.4% | -33.9% | +72.3% | +43.8% |
| 3Y | +73.2% | -18.7% | +91.9% | +66.3% |
| 5Y | +59.9% | +5.5% | +54.3% | +41.3% |
| 10Y | +319.9% | +696.2% | -376.3% | +169.4% |
| All | +351.0% | +667.7% | -316.7% | +185.0% |
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