+132.3%
O vs WING
+672.3%
-540.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +9.4% | +32.3% | -22.9% | +5.5% |
| 3M | -2.4% | +50.2% | -52.5% | -7.7% |
| 6M | -1.9% | +31.7% | -33.5% | -6.3% |
| YTD | +10.5% | -29.6% | +40.1% | +12.9% |
| 1Y | +10.0% | -29.7% | +39.7% | +12.1% |
| 3Y | +40.5% | -19.8% | +60.3% | +31.8% |
| 5Y | +10.2% | +3.1% | +7.2% | -5.3% |
| 10Y | +82.5% | +682.9% | -600.4% | +5.3% |
| All | +132.3% | +672.3% | -540.0% | +32.8% |
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