+711.6%
MOD vs WING
+667.7%
+43.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.1% | -7.0% |
| 7D | -34.2% | +14.0% | -48.1% | -36.6% |
| 30D | -51.9% | +47.7% | -99.6% | -56.8% |
| 3M | -53.0% | +34.2% | -87.2% | -57.3% |
| 6M | -66.4% | +13.6% | -79.9% | -68.6% |
| YTD | -31.5% | -30.0% | -1.5% | -28.9% |
| 1Y | -39.6% | -33.9% | -5.6% | -36.3% |
| 3Y | +116.8% | -18.7% | +135.5% | +108.5% |
| 5Y | +713.8% | +5.5% | +708.3% | +589.7% |
| 10Y | +882.7% | +696.2% | +186.5% | +375.4% |
| All | +711.6% | +667.7% | +43.9% | +279.3% |
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