+449.6%
P vs WING
+800.9%
-351.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.1% | -15.3% | -16.1% |
| 7D | -31.9% | +14.0% | -45.9% | -34.3% |
| 30D | -36.5% | +47.7% | -84.2% | -43.0% |
| 3M | +11.6% | +34.2% | -22.6% | +1.5% |
| 6M | +25.2% | +13.6% | +11.6% | +17.2% |
| YTD | +39.4% | -30.0% | +69.5% | +45.1% |
| 1Y | -3.7% | -33.9% | +30.2% | +1.8% |
| 3Y | +167.3% | -18.7% | +186.0% | +150.9% |
| 5Y | +237.3% | +5.5% | +231.8% | +171.3% |
| 10Y | +698.6% | +696.2% | +2.4% | +296.2% |
| All | +449.6% | +800.9% | -351.3% | +159.0% |
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