-23.6%
GEV vs WING
+25.6%
-49.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.7% | +1.2% |
| 7D | +6.2% | -3.9% | +10.1% | +6.2% |
| 30D | -18.4% | +26.6% | -45.1% | -17.8% |
| 3M | -21.2% | +42.5% | -63.8% | -20.5% |
| 6M | -23.6% | +29.4% | -53.0% | -20.5% |
| All | -23.6% | +25.6% | -49.2% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling