+1,388.5%
HWM vs WING
+668.4%
+720.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +3.4% | +9.0% | -5.7% | +1.9% |
| 30D | -7.5% | +39.9% | -47.5% | -12.7% |
| 3M | -28.9% | +40.4% | -69.3% | -33.3% |
| 6M | -19.6% | +12.9% | -32.5% | -22.6% |
| YTD | +0.6% | -31.1% | +31.7% | +4.0% |
| 1Y | +0.3% | -32.7% | +33.0% | +3.9% |
| 3Y | +326.1% | -19.8% | +345.9% | +306.3% |
| 5Y | +525.2% | +4.0% | +521.2% | +438.3% |
| 10Y | +1,492.9% | +684.4% | +808.4% | +730.2% |
| All | +1,388.5% | +668.4% | +720.1% | +674.9% |
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 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