+291.3%
IR vs WING
+344.1%
-52.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -2.8% | -3.9% | +1.0% | -2.1% |
| 30D | -15.1% | -11.6% | -3.6% | -13.3% |
| 3M | +6.1% | -24.2% | +30.3% | +11.3% |
| 6M | -16.8% | -54.1% | +37.3% | -3.9% |
| YTD | -3.5% | -53.9% | +50.4% | +10.2% |
| 1Y | -3.5% | -64.4% | +60.9% | +15.7% |
| 3Y | +9.5% | -30.2% | +39.7% | +7.2% |
| 5Y | +45.1% | -34.1% | +79.2% | +36.8% |
| All | +291.3% | +344.1% | -52.8% | +142.7% |
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 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