+9.9%
IR vs WING
-33.3%
+43.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +4.3% | -3.9% | +8.2% | +4.8% |
| 30D | +8.1% | +26.6% | -18.6% | +4.8% |
| 3M | +0.7% | +42.5% | -41.8% | -4.2% |
| 6M | +16.6% | +29.4% | -12.8% | +11.8% |
| YTD | +7.8% | -32.8% | +40.6% | +14.8% |
| 1Y | +9.9% | -33.5% | +43.4% | +16.7% |
| All | +9.9% | -33.3% | +43.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling