+620.7%
GEV vs WING
-70.2%
+691.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.3% | -3.9% | +7.1% | +3.9% |
| 30D | -7.5% | -11.6% | +4.1% | -6.0% |
| 3M | -2.2% | -24.2% | +22.0% | +1.4% |
| 6M | +12.1% | -54.1% | +66.2% | +26.5% |
| YTD | +44.4% | -53.9% | +98.3% | +60.7% |
| 1Y | +57.7% | -64.4% | +122.0% | +85.8% |
| All | +620.7% | -70.2% | +691.0% | +725.8% |
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