+4.8%
HUM vs WING
-35.5%
+40.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +7.5% | -0.5% | +8.0% | +7.4% |
| 3M | +10.2% | -23.9% | +34.1% | +12.2% |
| 6M | +132.5% | -48.9% | +181.4% | +143.2% |
| YTD | +57.6% | -53.3% | +111.0% | +65.6% |
| 1Y | +48.6% | -60.3% | +108.9% | +57.6% |
| 3Y | -11.2% | -30.1% | +18.9% | -11.0% |
| 5Y | +4.8% | -36.2% | +41.0% | -4.0% |
| All | +4.8% | -35.5% | +40.3% | -4.0% |
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 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