+395.2%
MCO vs WING
+407.0%
-11.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +0.9% | -6.0% | +7.0% | +1.9% |
| 3M | +8.7% | -23.5% | +32.2% | +13.9% |
| 6M | +2.4% | -52.0% | +54.4% | +17.8% |
| YTD | -5.2% | -53.8% | +48.6% | +8.9% |
| 1Y | -4.4% | -63.8% | +59.4% | +15.0% |
| 3Y | +45.1% | -30.8% | +75.9% | +39.4% |
| 5Y | +31.5% | -34.3% | +65.8% | +21.0% |
| 10Y | +380.7% | +352.4% | +28.3% | +180.8% |
| All | +395.2% | +407.0% | -11.8% | +171.5% |
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