+389.4%
MAR vs WING
+405.9%
-16.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -4.2% | -3.9% | -0.3% | -3.5% |
| 30D | -6.7% | -11.6% | +4.9% | -4.9% |
| 3M | -12.5% | -24.2% | +11.7% | -8.8% |
| 6M | +0.6% | -54.1% | +54.6% | +13.9% |
| YTD | +9.1% | -53.9% | +63.0% | +22.3% |
| 1Y | +26.2% | -64.4% | +90.6% | +47.5% |
| 3Y | +68.2% | -30.2% | +98.4% | +64.6% |
| 5Y | +163.9% | -34.1% | +198.0% | +148.3% |
| 10Y | +420.6% | +342.1% | +78.4% | +222.4% |
| All | +389.4% | +405.9% | -16.5% | +192.2% |
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 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