+325.3%
IR vs WING
+564.1%
-238.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +3.7% | +9.0% | -5.4% | +1.9% |
| 30D | +7.4% | +39.9% | -32.5% | +0.2% |
| 3M | -5.9% | +40.4% | -46.3% | -13.0% |
| 6M | +5.6% | +12.9% | -7.3% | +1.1% |
| YTD | +4.8% | -31.1% | +35.9% | +9.7% |
| 1Y | +6.9% | -32.7% | +39.7% | +12.2% |
| 3Y | +27.6% | -19.8% | +47.4% | +21.9% |
| 5Y | +45.8% | +4.0% | +41.8% | +24.8% |
| All | +325.3% | +564.1% | -238.8% | +141.6% |
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