-4.6%
HD vs WING
-23.2%
+18.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +6.1% |
| 7D | +11.9% | +21.0% | -9.0% | +9.9% |
| 30D | +26.4% | +56.9% | -30.5% | +21.1% |
| 3M | +2.8% | +38.4% | -35.5% | -0.6% |
| 6M | +15.5% | +12.0% | +3.5% | +14.0% |
| YTD | +5.5% | -29.2% | +34.8% | +6.1% |
| 1Y | -4.6% | -28.8% | +24.2% | -5.0% |
| All | -4.6% | -23.2% | +18.6% | -5.0% |
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