+222.8%
HPQ vs WING
+405.9%
-183.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +6.9% | -3.9% | +10.8% | +7.6% |
| 30D | +14.4% | -11.6% | +26.0% | +16.5% |
| 3M | +25.6% | -24.2% | +49.8% | +30.4% |
| 6M | +75.0% | -54.1% | +129.1% | +96.6% |
| YTD | +50.7% | -53.9% | +104.6% | +67.6% |
| 1Y | +18.7% | -64.4% | +83.0% | +37.5% |
| 3Y | +21.5% | -30.2% | +51.7% | +16.6% |
| 5Y | +31.6% | -34.1% | +65.7% | +21.6% |
| 10Y | +216.1% | +342.1% | -126.1% | +83.2% |
| All | +222.8% | +405.9% | -183.1% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling