+349.5%
MTUM vs WING
+407.7%
-58.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | +0.2% |
| 7D | +0.7% | +7.2% | -6.5% | -0.5% |
| 30D | -2.4% | +4.8% | -7.2% | -3.6% |
| 3M | -3.6% | -23.7% | +20.0% | +0.2% |
| 6M | +23.7% | -43.6% | +67.2% | +34.9% |
| YTD | +22.9% | -50.6% | +73.5% | +36.1% |
| 1Y | +21.8% | -57.0% | +78.8% | +37.6% |
| 3Y | +114.4% | -28.3% | +142.7% | +107.2% |
| 5Y | +79.6% | -32.4% | +112.0% | +67.5% |
| All | +349.5% | +407.7% | -58.2% | +187.3% |
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