+9.3%
MCO vs WING
-23.2%
+32.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.1% | +4.5% |
| 7D | +10.7% | +21.0% | -10.3% | +8.4% |
| 30D | +17.9% | +56.9% | -39.0% | +12.2% |
| 3M | +9.5% | +38.4% | -28.9% | +5.3% |
| 6M | +18.1% | +12.0% | +6.1% | +15.9% |
| YTD | +4.1% | -29.2% | +33.4% | +10.3% |
| 1Y | +9.3% | -28.8% | +38.1% | +15.4% |
| All | +9.3% | -23.2% | +32.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling