+79.1%
MTUM vs WING
-33.2%
+112.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | +0.5% |
| 7D | +0.7% | +7.2% | -6.5% | -0.3% |
| 30D | -2.4% | +4.8% | -7.2% | -3.4% |
| 3M | -3.6% | -23.7% | +20.0% | -0.6% |
| 6M | +23.7% | -43.6% | +67.2% | +32.8% |
| YTD | +22.9% | -50.6% | +73.5% | +33.7% |
| 1Y | +21.8% | -57.0% | +78.8% | +34.8% |
| 3Y | +114.4% | -28.3% | +142.7% | +108.1% |
| All | +79.1% | -33.2% | +112.3% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling