+517.5%
MAR vs WING
+637.7%
-120.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | +1.8% | -3.9% | +5.7% | +2.4% |
| 30D | +14.3% | +26.6% | -12.3% | +9.2% |
| 3M | +20.0% | +42.5% | -22.5% | +11.6% |
| 6M | +21.7% | +29.4% | -7.7% | +14.3% |
| YTD | +37.7% | -32.8% | +70.5% | +43.4% |
| 1Y | +46.8% | -33.5% | +80.3% | +52.9% |
| 3Y | +121.0% | -23.4% | +144.4% | +113.3% |
| 5Y | +183.1% | -0.4% | +183.5% | +146.8% |
| 10Y | +532.4% | +647.8% | -115.4% | +255.4% |
| All | +517.5% | +637.7% | -120.2% | +242.6% |
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