+10.8%
HD vs WING
-34.0%
+44.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.1% | -3.9% | +1.8% | -1.5% |
| 30D | -8.4% | -11.6% | +3.2% | -7.0% |
| 3M | +4.3% | -24.2% | +28.5% | +8.2% |
| 6M | -11.1% | -54.1% | +42.9% | -1.2% |
| YTD | -4.7% | -53.9% | +49.2% | +5.0% |
| 1Y | -19.8% | -64.4% | +44.5% | -8.4% |
| 3Y | +4.1% | -30.2% | +34.3% | -2.5% |
| All | +10.8% | -34.0% | +44.8% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling