+658.4%
NDAQ vs WING
+656.3%
+2.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +0.8% | +9.0% | -8.2% | -0.4% |
| 30D | +16.5% | +39.9% | -23.4% | +10.8% |
| 3M | +13.5% | +40.4% | -26.9% | +7.3% |
| 6M | +20.9% | +12.9% | +8.0% | +17.4% |
| YTD | +11.4% | -31.1% | +42.5% | +15.2% |
| 1Y | +25.9% | -32.7% | +58.6% | +30.4% |
| 3Y | +119.9% | -19.8% | +139.7% | +111.0% |
| 5Y | +61.7% | +4.0% | +57.8% | +42.0% |
| 10Y | +481.6% | +684.4% | -202.8% | +284.1% |
| All | +658.4% | +656.3% | +2.0% | +389.3% |
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 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