+139.3%
MTB vs WING
+672.3%
-533.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +0.1% | +32.3% | -32.2% | -2.7% |
| 3M | -12.1% | +50.2% | -62.3% | -15.9% |
| 6M | +7.3% | +31.7% | -24.4% | +3.5% |
| YTD | +11.5% | -29.6% | +41.2% | +13.7% |
| 1Y | +21.3% | -29.7% | +51.0% | +23.5% |
| 3Y | +104.1% | -19.8% | +123.9% | +98.1% |
| 5Y | +61.8% | +3.1% | +58.8% | +47.6% |
| 10Y | +115.4% | +682.9% | -567.5% | +39.9% |
| All | +139.3% | +672.3% | -533.0% | +51.5% |
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