-66.4%
MOD vs WING
+10.4%
-76.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.1% | -7.4% |
| 7D | -34.2% | +14.0% | -48.1% | -33.4% |
| 30D | -51.9% | +47.7% | -99.6% | -50.6% |
| 3M | -53.0% | +34.2% | -87.2% | -52.6% |
| 6M | -66.4% | +13.6% | -79.9% | -66.0% |
| All | -66.4% | +10.4% | -76.7% | -66.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling