+34.0%
MSCI vs WING
-23.4%
+57.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.2% |
| 7D | -0.7% | -3.9% | +3.2% | -0.4% |
| 30D | +16.2% | +26.6% | -10.5% | +13.9% |
| 3M | +16.1% | +42.5% | -26.4% | +12.6% |
| 6M | +12.9% | +29.4% | -16.5% | +10.1% |
| YTD | +14.8% | -32.8% | +47.6% | +17.2% |
| 1Y | +13.8% | -33.5% | +47.2% | +16.1% |
| All | +34.0% | -23.4% | +57.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling