+411.0%
ON vs WING
+656.3%
-245.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -11.7% | +9.0% | -20.7% | -14.1% |
| 30D | -23.3% | +39.9% | -63.2% | -31.5% |
| 3M | -19.2% | +40.4% | -59.6% | -28.9% |
| 6M | -40.1% | +12.9% | -53.0% | -44.5% |
| YTD | +16.9% | -31.1% | +48.0% | +23.0% |
| 1Y | +29.7% | -32.7% | +62.4% | +36.9% |
| 3Y | -4.4% | -19.8% | +15.4% | -14.3% |
| 5Y | +7.1% | +4.0% | +3.1% | -18.4% |
| 10Y | +447.2% | +684.4% | -237.2% | +116.1% |
| All | +411.0% | +656.3% | -245.4% | +97.2% |
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 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