-44.8%
IT vs WING
-35.4%
-9.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.5% |
| 7D | -9.1% | -0.1% | -9.0% | -9.2% |
| 30D | -7.0% | -6.0% | -1.0% | -6.2% |
| 3M | +7.6% | -23.5% | +31.1% | +12.0% |
| 6M | +2.1% | -52.0% | +54.1% | +15.7% |
| YTD | -31.6% | -53.8% | +22.2% | -22.8% |
| 1Y | -29.9% | -63.8% | +33.9% | -17.1% |
| 3Y | -51.3% | -30.8% | -20.5% | -54.4% |
| 5Y | -44.8% | -34.3% | -10.5% | -49.7% |
| All | -44.8% | -35.4% | -9.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling