+160.7%
MTB vs WING
+405.9%
-245.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | -3.9% | +5.6% | +2.1% |
| 30D | -4.2% | -11.6% | +7.4% | -3.2% |
| 3M | +8.9% | -24.2% | +33.1% | +11.3% |
| 6M | +10.9% | -54.1% | +64.9% | +18.7% |
| YTD | +21.5% | -53.9% | +75.4% | +29.4% |
| 1Y | +21.9% | -64.4% | +86.3% | +32.8% |
| 3Y | +109.2% | -30.2% | +139.4% | +105.0% |
| 5Y | +102.0% | -34.1% | +136.1% | +92.6% |
| 10Y | +171.9% | +342.1% | -170.2% | +88.4% |
| All | +160.7% | +405.9% | -245.2% | +72.5% |
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