+308.6%
LOW vs WING
+637.4%
-328.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | +21.7% | +29.5% | -7.8% | +15.2% |
| 3M | +5.0% | +40.2% | -35.1% | -2.9% |
| 6M | +4.6% | +32.7% | -28.1% | -3.0% |
| YTD | -3.5% | -32.8% | +29.3% | +1.3% |
| 1Y | +0.5% | -31.7% | +32.3% | +4.9% |
| 3Y | +24.8% | -24.7% | +49.5% | +17.9% |
| 5Y | +6.5% | -0.5% | +6.9% | -11.3% |
| 10Y | +294.6% | +647.5% | -352.9% | +102.3% |
| All | +308.6% | +637.4% | -328.8% | +104.5% |
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