+194.5%
MO vs WING
+405.9%
-211.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | +0.6% | -11.6% | +12.2% | +1.1% |
| 3M | -1.0% | -24.2% | +23.2% | 0.0% |
| 6M | +4.3% | -54.1% | +58.4% | +7.4% |
| YTD | +23.3% | -53.9% | +77.2% | +26.5% |
| 1Y | +10.5% | -64.4% | +74.8% | +14.5% |
| 3Y | +96.3% | -30.2% | +126.5% | +93.3% |
| 5Y | +98.9% | -34.1% | +133.0% | +94.0% |
| 10Y | +103.6% | +342.1% | -238.5% | +68.8% |
| All | +194.5% | +405.9% | -211.4% | +139.0% |
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 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