-1.9%
HD vs WING
-25.3%
+23.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +1.9% |
| 7D | +3.6% | +8.6% | -5.0% | +2.6% |
| 30D | +21.6% | +44.8% | -23.2% | +16.9% |
| 3M | +0.1% | +51.9% | -51.8% | -4.4% |
| 6M | +13.0% | +37.2% | -24.2% | +9.4% |
| YTD | +4.9% | -25.3% | +30.2% | +4.8% |
| All | -1.9% | -25.3% | +23.4% | -3.0% |
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