+0.5%
M vs WING
+742.9%
-742.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.4% | -0.3% | +6.3% |
| 7D | +2.5% | +8.6% | -6.0% | +0.9% |
| 30D | +10.1% | +44.8% | -34.7% | +1.5% |
| 3M | -0.9% | +51.9% | -52.9% | -10.2% |
| 6M | +30.2% | +37.2% | -7.1% | +19.6% |
| YTD | +16.3% | -25.3% | +41.6% | +19.9% |
| 1Y | +27.0% | -25.1% | +52.1% | +30.8% |
| 3Y | +154.5% | -12.9% | +167.4% | +136.3% |
| 5Y | -1.1% | +12.0% | -13.1% | -19.7% |
| 10Y | +0.5% | +716.5% | -716.0% | -44.8% |
| All | +0.5% | +742.9% | -742.4% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling