-10.3%
M vs WING
+4.1%
-14.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -4.3% | +9.0% | -13.3% | -6.4% |
| 30D | +1.3% | +39.9% | -38.7% | -7.4% |
| 3M | -7.4% | +40.4% | -47.8% | -16.1% |
| 6M | +18.3% | +12.9% | +5.5% | +12.3% |
| YTD | +7.6% | -31.1% | +38.7% | +14.1% |
| 1Y | +17.4% | -32.7% | +50.1% | +25.3% |
| 3Y | +108.4% | -19.8% | +128.2% | +81.7% |
| All | -10.3% | +4.1% | -14.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling