+33.4%
INTC vs WING
+3.2%
+30.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +7.7% |
| 7D | +7.3% | -0.5% | +7.8% | +7.3% |
| 30D | -38.3% | +32.3% | -70.6% | -41.2% |
| 3M | -36.0% | +50.2% | -86.2% | -40.6% |
| 6M | -51.7% | +31.7% | -83.4% | -54.5% |
| YTD | +69.4% | -29.6% | +99.0% | +75.0% |
| 1Y | +65.0% | -29.7% | +94.7% | +70.3% |
| 3Y | +63.0% | -19.8% | +82.8% | +56.0% |
| 5Y | +33.4% | +3.1% | +30.3% | +15.5% |
| All | +33.4% | +3.2% | +30.2% | +15.5% |
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