+156.4%
MAR vs WING
-35.4%
+191.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -6.9% | -6.0% | -0.9% | -6.2% |
| 3M | -15.8% | -23.5% | +7.6% | -12.5% |
| 6M | +1.9% | -52.0% | +53.9% | +14.5% |
| YTD | +6.6% | -53.8% | +60.4% | +19.3% |
| 1Y | +23.7% | -63.8% | +87.5% | +44.1% |
| 3Y | +64.6% | -30.8% | +95.4% | +56.7% |
| 5Y | +156.4% | -34.3% | +190.6% | +122.7% |
| All | +156.4% | -35.4% | +191.8% | +122.7% |
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