+31.0%
MA vs WING
+25.6%
+5.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.8% |
| 7D | -0.5% | -3.9% | +3.4% | -0.2% |
| 30D | +7.9% | +26.6% | -18.7% | +5.9% |
| 3M | +16.8% | +42.5% | -25.7% | +13.6% |
| 6M | +31.0% | +29.4% | +1.6% | +26.3% |
| All | +31.0% | +25.6% | +5.3% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling