+200.1%
GDDY vs WING
+407.7%
-207.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.0% | -4.2% | +0.4% |
| 7D | -3.2% | +7.2% | -10.4% | -4.8% |
| 30D | +6.8% | +4.8% | +2.0% | +5.0% |
| 3M | +30.5% | -23.7% | +54.1% | +38.0% |
| 6M | +13.3% | -43.6% | +56.9% | +27.5% |
| YTD | -21.0% | -50.6% | +29.6% | -9.3% |
| 1Y | -34.0% | -57.0% | +23.0% | -22.3% |
| 3Y | +33.1% | -28.3% | +61.3% | +26.3% |
| 5Y | +30.3% | -32.4% | +62.7% | +17.6% |
| All | +200.1% | +407.7% | -207.6% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling