+38.6%
HPQ vs WING
-33.6%
+72.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.5% |
| 30D | +9.7% | -5.6% | +15.4% | +10.4% |
| 3M | +32.7% | -22.9% | +55.6% | +36.4% |
| 6M | +77.7% | -50.4% | +128.1% | +92.8% |
| YTD | +51.0% | -53.3% | +104.3% | +64.1% |
| 1Y | +18.4% | -61.2% | +79.6% | +31.8% |
| 3Y | +25.6% | -30.1% | +55.6% | +18.5% |
| 5Y | +38.6% | -35.0% | +73.6% | +22.9% |
| All | +38.6% | -33.6% | +72.2% | +22.9% |
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