+526.6%
GEV vs WING
-56.6%
+583.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.7% | +1.9% |
| 7D | +6.2% | -3.9% | +10.1% | +6.8% |
| 30D | -18.4% | +26.6% | -45.1% | -21.3% |
| 3M | -21.2% | +42.5% | -63.8% | -25.8% |
| 6M | -23.6% | +29.4% | -53.0% | -27.7% |
| YTD | +25.5% | -32.8% | +58.3% | +31.6% |
| 1Y | +42.6% | -33.5% | +76.1% | +49.3% |
| All | +526.6% | -56.6% | +583.2% | +576.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling