+264.5%
LOW vs WING
+405.9%
-141.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -1.7% | -3.9% | +2.1% | -1.0% |
| 30D | -7.0% | -11.6% | +4.5% | -5.0% |
| 3M | -0.9% | -24.2% | +23.3% | +4.1% |
| 6M | -20.1% | -54.1% | +34.0% | -7.6% |
| YTD | -13.9% | -53.9% | +40.0% | -1.8% |
| 1Y | -21.1% | -64.4% | +43.2% | -5.6% |
| 3Y | -6.6% | -30.2% | +23.6% | -11.6% |
| 5Y | +9.4% | -34.1% | +43.5% | -0.5% |
| 10Y | +220.5% | +342.1% | -121.7% | +81.7% |
| All | +264.5% | +405.9% | -141.3% | +98.3% |
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