-8.9%
LEN vs WING
+3.2%
-12.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -6.4% | -0.5% | -5.8% | -6.2% |
| 30D | +15.6% | +32.3% | -16.7% | +9.0% |
| 3M | -0.8% | +50.2% | -50.9% | -9.6% |
| 6M | +0.4% | +31.7% | -31.3% | -6.8% |
| YTD | -14.1% | -29.6% | +15.5% | -10.3% |
| 1Y | -29.6% | -29.7% | +0.1% | -26.6% |
| 3Y | -23.1% | -19.8% | -3.3% | -31.2% |
| 5Y | -8.9% | +3.1% | -11.9% | -29.8% |
| All | -8.9% | +3.2% | -12.1% | -29.8% |
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