+114.3%
IT vs WING
+405.9%
-291.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.4% |
| 7D | -6.0% | -3.9% | -2.2% | -5.4% |
| 30D | 0.0% | -11.6% | +11.6% | +2.1% |
| 3M | +13.1% | -24.2% | +37.3% | +18.1% |
| 6M | +11.7% | -54.1% | +65.8% | +28.0% |
| YTD | -26.1% | -53.9% | +27.8% | -16.3% |
| 1Y | -21.3% | -64.4% | +43.1% | -6.5% |
| 3Y | -46.7% | -30.2% | -16.5% | -48.3% |
| 5Y | -40.5% | -34.1% | -6.4% | -44.6% |
| 10Y | +103.9% | +342.1% | -238.3% | +29.0% |
| All | +114.3% | +405.9% | -291.6% | +29.0% |
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