+8.5%
IR vs WING
-31.3%
+39.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +0.6% | -0.1% | +0.8% | +0.6% |
| 30D | -13.6% | -6.0% | -7.6% | -13.0% |
| 3M | +3.7% | -23.5% | +27.2% | +7.5% |
| 6M | -13.1% | -52.0% | +38.9% | -3.2% |
| YTD | -5.1% | -53.8% | +48.7% | +5.6% |
| 1Y | -6.5% | -63.8% | +57.3% | +7.7% |
| 3Y | +8.5% | -30.8% | +39.3% | +8.3% |
| All | +8.5% | -31.3% | +39.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling