-43.7%
IT vs WING
+9.2%
-52.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -1.0% |
| 7D | -18.8% | +8.6% | -27.4% | -20.0% |
| 30D | -0.1% | +44.8% | -44.8% | -6.6% |
| 3M | +2.9% | +51.9% | -49.0% | -5.2% |
| 6M | +20.4% | +37.2% | -16.8% | +12.0% |
| YTD | -24.3% | -25.3% | +1.0% | -22.1% |
| 1Y | -17.2% | -25.1% | +7.9% | -15.0% |
| 3Y | -52.4% | -12.9% | -39.5% | -56.4% |
| 5Y | -43.7% | +12.0% | -55.7% | -54.3% |
| All | -43.7% | +9.2% | -52.9% | -54.3% |
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 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