+86.4%
META vs WING
+0.4%
+86.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -2.5% | +7.7% | +5.8% |
| 30D | -13.0% | +29.5% | -42.5% | -18.9% |
| 3M | +7.9% | +40.2% | -32.2% | -2.3% |
| 6M | +4.2% | +32.7% | -28.5% | -5.7% |
| YTD | -2.5% | -32.8% | +30.3% | +3.7% |
| 1Y | +5.6% | -31.7% | +37.3% | +11.4% |
| 3Y | +96.8% | -24.7% | +121.5% | +82.9% |
| All | +86.4% | +0.4% | +86.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling