+204.2%
GE vs WING
+672.3%
-468.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +4.0% | -0.5% | +4.6% | +4.1% |
| 30D | +11.1% | +32.3% | -21.3% | +6.3% |
| 3M | -6.7% | +50.2% | -56.9% | -12.8% |
| 6M | +14.3% | +31.7% | -17.4% | +8.2% |
| YTD | +11.7% | -29.6% | +41.4% | +15.0% |
| 1Y | +10.9% | -29.7% | +40.6% | +13.8% |
| 3Y | +279.0% | -19.8% | +298.8% | +268.8% |
| 5Y | +427.0% | +3.1% | +423.9% | +373.6% |
| 10Y | +158.6% | +682.9% | -524.3% | +61.6% |
| All | +204.2% | +672.3% | -468.1% | +83.4% |
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