+53.6%
MKC vs WING
+635.9%
-582.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | -3.0% | -2.7% | -0.3% | -2.8% |
| 30D | +4.8% | +29.3% | -24.4% | +2.3% |
| 3M | -12.8% | +39.9% | -52.7% | -15.7% |
| 6M | +5.0% | +32.4% | -27.4% | +1.6% |
| YTD | -29.1% | -32.9% | +3.9% | -27.7% |
| 1Y | -26.4% | -31.9% | +5.5% | -25.2% |
| 3Y | -21.6% | -24.9% | +3.3% | -23.7% |
| 5Y | -35.2% | -0.7% | -34.6% | -40.4% |
| 10Y | +25.6% | +645.9% | -620.3% | -9.4% |
| All | +53.6% | +635.9% | -582.3% | +8.8% |
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