+511.1%
GS vs WING
+405.9%
+105.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +0.9% | -3.9% | +4.8% | +1.5% |
| 30D | -1.6% | -11.6% | +10.0% | +0.1% |
| 3M | -4.5% | -24.2% | +19.7% | -1.0% |
| 6M | +20.9% | -54.1% | +74.9% | +35.6% |
| YTD | +19.9% | -53.9% | +73.8% | +33.6% |
| 1Y | +41.4% | -64.4% | +105.8% | +63.6% |
| 3Y | +239.2% | -30.2% | +269.4% | +229.7% |
| 5Y | +185.0% | -34.1% | +219.2% | +167.6% |
| 10Y | +655.0% | +342.1% | +312.8% | +360.0% |
| All | +511.1% | +405.9% | +105.2% | +249.2% |
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