+868.6%
MSFT vs WING
+341.7%
+526.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.0% | -6.0% | +5.0% | -0.2% |
| 3M | +20.2% | -23.5% | +43.7% | +25.2% |
| 6M | +21.3% | -52.0% | +73.3% | +37.6% |
| YTD | +2.8% | -53.8% | +56.6% | +16.4% |
| 1Y | 0.0% | -63.8% | +63.8% | +18.2% |
| 3Y | +51.2% | -30.8% | +82.0% | +44.4% |
| 5Y | +71.4% | -34.3% | +105.7% | +56.4% |
| 10Y | +868.6% | +352.4% | +516.2% | +491.3% |
| All | +868.6% | +341.7% | +526.9% | +491.3% |
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