+441.9%
MAR vs WING
+359.3%
+82.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | -4.7% | -5.6% | +1.0% | -4.0% |
| 3M | -15.6% | -22.9% | +7.3% | -12.3% |
| 6M | +1.2% | -50.4% | +51.6% | +13.1% |
| YTD | +7.5% | -53.3% | +60.8% | +20.3% |
| 1Y | +26.6% | -61.2% | +87.8% | +45.8% |
| 3Y | +66.0% | -30.1% | +96.0% | +62.0% |
| 5Y | +154.1% | -35.0% | +189.1% | +138.2% |
| 10Y | +441.9% | +375.5% | +66.3% | +224.2% |
| All | +441.9% | +359.3% | +82.5% | +224.2% |
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