+753.4%
MOD vs WING
+4.1%
+749.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -53.6% |
| 3M | -49.8% | +40.4% | -90.2% | -54.8% |
| 6M | -64.8% | +12.9% | -77.7% | -67.0% |
| YTD | -27.6% | -31.1% | +3.4% | -23.9% |
| 1Y | -35.2% | -32.7% | -2.5% | -31.5% |
| 3Y | +137.1% | -19.8% | +156.9% | +128.3% |
| All | +753.4% | +4.1% | +749.4% | +593.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling