+627.7%
GEV vs WING
-69.9%
+697.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +3.2% | -2.3% | +5.4% | +3.5% |
| 30D | -4.0% | -5.6% | +1.6% | -3.5% |
| 3M | +3.4% | -22.9% | +26.3% | +6.8% |
| 6M | +14.7% | -50.4% | +65.1% | +27.6% |
| YTD | +45.8% | -53.3% | +99.1% | +62.0% |
| 1Y | +57.4% | -61.2% | +118.6% | +81.8% |
| All | +627.7% | -69.9% | +697.5% | +732.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling