+839.8%
MOD vs WING
+686.1%
+153.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +8.2% | -0.5% | +8.8% | +8.4% |
| 30D | -38.2% | +32.3% | -70.5% | -43.0% |
| 3M | -46.2% | +50.2% | -96.4% | -52.5% |
| 6M | -62.5% | +31.7% | -94.2% | -66.5% |
| YTD | -20.1% | -29.6% | +9.5% | -17.0% |
| 1Y | -29.7% | -29.7% | 0.0% | -27.1% |
| 3Y | +136.2% | -19.8% | +156.0% | +127.4% |
| 5Y | +820.4% | +3.1% | +817.3% | +677.8% |
| 10Y | +839.8% | +682.9% | +156.9% | +326.6% |
| All | +839.8% | +686.1% | +153.7% | +326.6% |
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