+52.4%
GEV vs WING
-23.2%
+75.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.7% | -13.0% | -9.3% |
| 7D | -5.1% | +21.0% | -26.1% | -5.5% |
| 30D | -15.8% | +56.9% | -72.7% | -16.9% |
| 3M | -18.2% | +38.4% | -56.5% | -19.0% |
| 6M | -22.4% | +12.0% | -34.3% | -22.2% |
| YTD | +27.7% | -29.2% | +57.0% | +30.0% |
| 1Y | +52.4% | -28.8% | +81.2% | +55.7% |
| All | +52.4% | -23.2% | +75.6% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling