+649.3%
META vs WING
+667.7%
-18.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.7% |
| 7D | -3.1% | +14.0% | -17.1% | -6.1% |
| 30D | -18.1% | +47.7% | -65.8% | -25.7% |
| 3M | +2.9% | +34.2% | -31.3% | -5.3% |
| 6M | +0.2% | +13.6% | -13.4% | -5.1% |
| YTD | -8.1% | -30.0% | +21.9% | -3.9% |
| 1Y | -4.5% | -33.9% | +29.4% | +1.0% |
| 3Y | +94.2% | -18.7% | +112.9% | +84.4% |
| 5Y | +79.1% | +5.5% | +73.5% | +49.7% |
| 10Y | +405.9% | +696.2% | -290.3% | +178.0% |
| All | +649.3% | +667.7% | -18.4% | +297.6% |
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