+340.0%
IR vs WING
+589.7%
-249.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.3% |
| 7D | +1.5% | +5.0% | -3.4% | +0.5% |
| 30D | +9.0% | +38.7% | -29.7% | +1.8% |
| 3M | -0.9% | +44.7% | -45.6% | -8.9% |
| 6M | +13.4% | +31.5% | -18.1% | +5.3% |
| YTD | +8.5% | -28.4% | +36.9% | +12.7% |
| 1Y | +11.3% | -28.2% | +39.4% | +15.2% |
| 3Y | +26.0% | -18.4% | +44.4% | +20.1% |
| 5Y | +47.9% | +5.2% | +42.6% | +26.3% |
| All | +340.0% | +589.7% | -249.7% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling