+1,628.8%
MOD vs WING
+405.9%
+1,222.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +9.6% | -3.9% | +13.4% | +10.6% |
| 30D | 0.0% | -11.6% | +11.6% | +2.5% |
| 3M | -35.4% | -24.2% | -11.2% | -31.7% |
| 6M | -7.3% | -54.1% | +46.8% | +10.7% |
| YTD | +45.8% | -53.9% | +99.7% | +70.6% |
| 1Y | +43.1% | -64.4% | +107.5% | +78.7% |
| 3Y | +297.7% | -30.2% | +327.9% | +300.4% |
| 5Y | +1,478.8% | -34.1% | +1,512.9% | +1,422.7% |
| 10Y | +1,633.4% | +342.1% | +1,291.2% | +877.9% |
| All | +1,628.8% | +405.9% | +1,222.9% | +810.2% |
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 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