+9.6%
HPQ vs WING
-2.2%
+11.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.3% |
| 7D | -1.9% | -3.9% | +2.0% | -1.5% |
| 30D | -5.7% | +26.6% | -32.4% | -8.9% |
| 3M | -0.4% | +42.5% | -42.9% | -5.7% |
| 6M | +40.0% | +29.4% | +10.6% | +33.7% |
| YTD | +34.6% | -32.8% | +67.4% | +38.7% |
| 1Y | +20.4% | -33.5% | +53.9% | +24.1% |
| 3Y | +18.3% | -23.4% | +41.7% | +11.8% |
| 5Y | +9.6% | -0.4% | +10.0% | -10.8% |
| All | +9.6% | -2.2% | +11.7% | -10.8% |
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