+208.2%
GM vs WING
+637.4%
-429.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -0.2% | -2.5% | +2.3% | +0.3% |
| 30D | +3.6% | +29.5% | -26.0% | -1.6% |
| 3M | -0.2% | +40.2% | -40.4% | -7.2% |
| 6M | +13.9% | +32.7% | -18.8% | +6.1% |
| YTD | +6.5% | -32.8% | +39.3% | +11.5% |
| 1Y | +20.7% | -31.7% | +52.4% | +25.7% |
| 3Y | +229.5% | -24.7% | +254.2% | +213.0% |
| 5Y | +41.5% | -0.5% | +42.0% | +18.4% |
| 10Y | +204.8% | +647.5% | -442.7% | +61.2% |
| All | +208.2% | +637.4% | -429.2% | +60.2% |
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 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