+922.9%
MSFT vs WING
+675.9%
+247.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.4% |
| 7D | +2.3% | +5.0% | -2.6% | +1.4% |
| 30D | -0.4% | +38.7% | -39.1% | -6.7% |
| 3M | +5.6% | +44.7% | -39.2% | -2.6% |
| 6M | +29.0% | +31.5% | -2.5% | +20.0% |
| YTD | +10.9% | -28.4% | +39.4% | +14.7% |
| 1Y | +6.2% | -28.2% | +34.4% | +9.4% |
| 3Y | +47.6% | -18.4% | +66.0% | +38.1% |
| 5Y | +67.9% | +5.2% | +62.7% | +39.3% |
| 10Y | +922.9% | +699.8% | +223.0% | +480.7% |
| All | +922.9% | +675.9% | +247.0% | +480.7% |
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