+893.1%
MSFT vs WING
+677.6%
+215.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +1.7% | +9.0% | -7.4% | -0.1% |
| 30D | +0.2% | +39.9% | -39.8% | -6.4% |
| 3M | +6.4% | +40.4% | -34.1% | -1.3% |
| 6M | +28.7% | +12.9% | +15.8% | +23.3% |
| YTD | +10.4% | -31.1% | +41.5% | +15.0% |
| 1Y | +7.6% | -32.7% | +40.3% | +12.3% |
| 3Y | +52.3% | -19.8% | +72.1% | +42.8% |
| 5Y | +64.5% | +4.0% | +60.5% | +36.6% |
| All | +893.1% | +677.6% | +215.5% | +455.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling