+950.8%
MSCI vs WING
+405.9%
+545.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -3.9% | +4.2% | +1.2% |
| 30D | +0.6% | -11.6% | +12.1% | +2.8% |
| 3M | -7.1% | -24.2% | +17.1% | -2.4% |
| 6M | +0.8% | -54.1% | +54.9% | +17.3% |
| YTD | +1.0% | -53.9% | +54.9% | +16.1% |
| 1Y | +4.3% | -64.4% | +68.7% | +26.1% |
| 3Y | +9.9% | -30.2% | +40.1% | +2.6% |
| 5Y | -6.8% | -34.1% | +27.4% | -16.2% |
| 10Y | +614.7% | +342.1% | +272.5% | +324.8% |
| All | +950.8% | +405.9% | +545.0% | +497.9% |
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