+203.3%
MET vs WING
+672.3%
-469.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | +3.4% | +32.3% | -28.9% | -0.5% |
| 3M | +7.0% | +50.2% | -43.2% | +0.8% |
| 6M | +34.6% | +31.7% | +3.0% | +28.2% |
| YTD | +34.0% | -29.6% | +63.6% | +37.5% |
| 1Y | +35.9% | -29.7% | +65.6% | +39.3% |
| 3Y | +85.5% | -19.8% | +105.3% | +77.2% |
| 5Y | +87.8% | +3.1% | +84.7% | +65.5% |
| 10Y | +199.7% | +682.9% | -483.2% | +62.3% |
| All | +203.3% | +672.3% | -469.1% | +57.3% |
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