+61.4%
HYG vs WING
+412.2%
-350.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -0.1% | -5.6% | +5.5% | +0.2% |
| 3M | +0.7% | -22.9% | +23.6% | +2.0% |
| 6M | +1.5% | -50.4% | +52.0% | +5.6% |
| YTD | +1.9% | -53.3% | +55.3% | +6.1% |
| 1Y | +3.7% | -61.2% | +64.9% | +9.1% |
| 3Y | +26.5% | -30.1% | +56.5% | +24.2% |
| 5Y | +19.0% | -35.0% | +54.0% | +14.7% |
| 10Y | +56.5% | +375.5% | -319.0% | +28.0% |
| All | +61.4% | +412.2% | -350.9% | +29.1% |
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