+12.1%
GS vs WING
-35.4%
+47.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.2% | +9.0% | -12.3% | -3.8% |
| 30D | -2.4% | +39.9% | -42.3% | -5.0% |
| 3M | -15.7% | +40.4% | -56.2% | -18.3% |
| 6M | -6.8% | +12.9% | -19.7% | -8.3% |
| YTD | -0.1% | -31.1% | +31.0% | +6.4% |
| 1Y | +12.1% | -32.7% | +44.8% | +19.4% |
| All | +12.1% | -35.4% | +47.5% | +19.4% |
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