-46.9%
M vs WING
+405.9%
-452.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +4.7% | -3.9% | +8.6% | +5.5% |
| 30D | -9.6% | -11.6% | +1.9% | -7.7% |
| 3M | +0.9% | -24.2% | +25.0% | +5.8% |
| 6M | +22.3% | -54.1% | +76.3% | +40.9% |
| YTD | +6.5% | -53.9% | +60.4% | +21.6% |
| 1Y | +38.8% | -64.4% | +103.1% | +66.1% |
| 3Y | +115.9% | -30.2% | +146.1% | +110.6% |
| 5Y | +28.6% | -34.1% | +62.7% | +18.9% |
| 10Y | -2.5% | +342.1% | -344.7% | -36.6% |
| All | -46.9% | +405.9% | -452.7% | -66.9% |
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 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