+45.3%
MO vs WING
-23.2%
+68.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.3% |
| 7D | +6.9% | +21.0% | -14.1% | +6.6% |
| 30D | +14.9% | +56.9% | -42.0% | +14.5% |
| 3M | +16.4% | +38.4% | -21.9% | +16.1% |
| 6M | +9.6% | +12.0% | -2.4% | +9.0% |
| YTD | +41.8% | -29.2% | +71.1% | +39.0% |
| 1Y | +45.3% | -28.8% | +74.1% | +42.0% |
| All | +45.3% | -23.2% | +68.5% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling