-87.0%
OPEN vs WING
+46.5%
-133.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.5% | -20.3% | -21.1% |
| 7D | -22.2% | +9.0% | -31.3% | -25.4% |
| 30D | -38.3% | +39.9% | -78.3% | -48.1% |
| 3M | -59.4% | +40.4% | -99.8% | -66.6% |
| 6M | -74.4% | +12.9% | -87.2% | -76.9% |
| YTD | -76.0% | -31.1% | -44.9% | -72.7% |
| 1Y | -78.7% | -32.7% | -45.9% | -75.6% |
| 3Y | -30.0% | -19.8% | -10.2% | -44.8% |
| 5Y | -93.7% | +4.0% | -97.7% | -96.3% |
| All | -87.0% | +46.5% | -133.6% | -93.4% |
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