-7.5%
MSCI vs WING
-34.0%
+26.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -3.9% | +4.2% | +1.1% |
| 30D | +0.6% | -11.6% | +12.1% | +2.6% |
| 3M | -7.1% | -24.2% | +17.1% | -3.0% |
| 6M | +0.8% | -54.1% | +54.9% | +15.5% |
| YTD | +1.0% | -53.9% | +54.9% | +14.5% |
| 1Y | +4.3% | -64.4% | +68.7% | +24.2% |
| 3Y | +9.9% | -30.2% | +40.1% | -4.3% |
| All | -7.5% | -34.0% | +26.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling