+91.4%
ORCL vs WING
-34.0%
+125.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +5.3% | -3.9% | +9.1% | +5.8% |
| 30D | +10.0% | -11.6% | +21.5% | +11.7% |
| 3M | -32.6% | -24.2% | -8.4% | -30.3% |
| 6M | +4.9% | -54.1% | +59.0% | +16.8% |
| YTD | -17.8% | -53.9% | +36.2% | -9.1% |
| 1Y | -28.0% | -64.4% | +36.4% | -17.3% |
| 3Y | +36.0% | -30.2% | +66.2% | +34.2% |
| All | +91.4% | -34.0% | +125.4% | +72.6% |
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