+530.6%
MS vs WING
+667.7%
-137.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.8% |
| 7D | -3.4% | +14.0% | -17.4% | -5.6% |
| 30D | -3.9% | +47.7% | -51.6% | -10.4% |
| 3M | -15.9% | +34.2% | -50.1% | -20.8% |
| 6M | -2.5% | +13.6% | -16.0% | -6.4% |
| YTD | +5.1% | -30.0% | +35.1% | +9.1% |
| 1Y | +13.0% | -33.9% | +46.9% | +18.2% |
| 3Y | +160.7% | -18.7% | +179.4% | +146.6% |
| 5Y | +114.0% | +5.5% | +108.5% | +82.8% |
| 10Y | +637.5% | +696.2% | -58.7% | +279.9% |
| All | +530.6% | +667.7% | -137.1% | +211.3% |
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