-24.7%
LOW vs WING
-61.7%
+37.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -11.1% | -0.5% | -10.7% | -11.2% |
| 3M | -8.5% | -23.9% | +15.4% | -6.1% |
| 6M | -20.8% | -48.9% | +28.0% | -16.3% |
| YTD | -17.2% | -53.3% | +36.1% | -12.4% |
| 1Y | -24.7% | -60.3% | +35.6% | -22.0% |
| All | -24.7% | -61.7% | +37.0% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling