+58.5%
ON vs WING
-35.4%
+93.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | -2.2% | -0.1% | -2.0% | -2.2% |
| 30D | -12.4% | -6.0% | -6.4% | -11.6% |
| 3M | -41.2% | -23.5% | -17.7% | -37.6% |
| 6M | +25.0% | -52.0% | +77.0% | +49.7% |
| YTD | +31.3% | -53.8% | +85.1% | +55.3% |
| 1Y | +45.4% | -63.8% | +109.2% | +84.7% |
| 3Y | -27.4% | -30.8% | +3.4% | -36.5% |
| 5Y | +58.5% | -34.3% | +92.8% | +29.2% |
| All | +58.5% | -35.4% | +93.9% | +29.2% |
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 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