+92.7%
MO vs WING
-30.4%
+123.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -0.3% | -6.0% | +5.8% | -0.2% |
| 3M | -2.9% | -23.5% | +20.5% | -2.7% |
| 6M | +5.8% | -52.0% | +57.8% | +6.4% |
| YTD | +22.0% | -53.8% | +75.8% | +22.7% |
| 1Y | +10.7% | -63.8% | +74.5% | +11.3% |
| All | +92.7% | -30.4% | +123.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling