+906.4%
MOD vs WING
+679.4%
+227.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.1% |
| 7D | -25.5% | +9.0% | -34.6% | -27.5% |
| 30D | -49.0% | +39.9% | -88.9% | -53.7% |
| 3M | -49.8% | +40.4% | -90.2% | -55.0% |
| 6M | -64.8% | +12.9% | -77.7% | -67.1% |
| YTD | -27.6% | -31.1% | +3.4% | -24.5% |
| 1Y | -35.2% | -32.7% | -2.5% | -32.1% |
| 3Y | +137.1% | -19.8% | +156.9% | +128.1% |
| 5Y | +760.3% | +4.0% | +756.3% | +624.6% |
| All | +906.4% | +679.4% | +227.0% | +356.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling