+255.7%
MCD vs WING
+405.9%
-150.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -3.9% | +1.0% | -2.4% |
| 30D | -6.0% | -11.6% | +5.6% | -4.8% |
| 3M | -5.6% | -24.2% | +18.6% | -2.8% |
| 6M | -21.9% | -54.1% | +32.2% | -14.8% |
| YTD | -14.7% | -53.9% | +39.2% | -7.7% |
| 1Y | -17.3% | -64.4% | +47.1% | -7.8% |
| 3Y | -2.2% | -30.2% | +28.0% | -5.5% |
| 5Y | +20.3% | -34.1% | +54.4% | +13.1% |
| 10Y | +180.7% | +342.1% | -161.4% | +86.9% |
| All | +255.7% | +405.9% | -150.2% | +128.7% |
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 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