+115.1%
LEN vs WING
+672.3%
-557.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | -0.8% | +50.2% | -50.9% | -10.7% |
| 6M | +0.4% | +31.7% | -31.3% | -7.8% |
| YTD | -14.1% | -29.6% | +15.5% | -10.1% |
| 1Y | -29.6% | -29.7% | +0.1% | -26.4% |
| 3Y | -23.1% | -19.8% | -3.3% | -28.9% |
| 5Y | -8.9% | +3.1% | -11.9% | -26.0% |
| 10Y | +146.2% | +682.9% | -536.7% | +21.4% |
| All | +115.1% | +672.3% | -557.2% | +3.6% |
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