+56.3%
NYT vs WING
-25.6%
+81.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | +0.2% |
| 7D | -0.6% | +7.2% | -7.8% | -0.9% |
| 30D | +4.6% | +4.8% | -0.2% | +4.3% |
| 3M | -9.6% | -23.7% | +14.1% | -8.6% |
| 6M | -14.0% | -43.6% | +29.6% | -11.8% |
| YTD | -2.8% | -50.6% | +47.7% | -0.2% |
| 1Y | +15.6% | -57.0% | +72.6% | +19.6% |
| 3Y | +56.3% | -28.3% | +84.6% | +42.2% |
| All | +56.3% | -25.6% | +81.9% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling