+520.4%
ON vs WING
+699.5%
-179.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.0% |
| 7D | -4.1% | +5.0% | -9.1% | -5.5% |
| 30D | -10.2% | +38.7% | -48.9% | -19.7% |
| 3M | -12.7% | +44.7% | -57.5% | -24.2% |
| 6M | -32.5% | +31.5% | -64.0% | -40.6% |
| YTD | +28.6% | -28.4% | +57.0% | +34.0% |
| 1Y | +43.4% | -28.2% | +71.6% | +48.4% |
| 3Y | +3.3% | -18.4% | +21.7% | -8.9% |
| 5Y | +22.5% | +5.2% | +17.3% | -9.1% |
| All | +520.4% | +699.5% | -179.1% | +120.1% |
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