+39.4%
GM vs WING
-23.2%
+62.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.2% |
| 7D | +12.1% | +21.0% | -8.9% | +9.6% |
| 30D | +15.2% | +56.9% | -41.7% | +9.7% |
| 3M | +4.9% | +38.4% | -33.5% | +0.9% |
| 6M | +22.6% | +12.0% | +10.6% | +20.3% |
| YTD | +14.4% | -29.2% | +43.7% | +18.6% |
| 1Y | +39.4% | -28.8% | +68.2% | +43.2% |
| All | +39.4% | -23.2% | +62.6% | +43.2% |
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 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