+328.7%
RF vs WING
+405.9%
-77.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.3% | -3.9% | +5.2% | +2.0% |
| 30D | -3.6% | -11.6% | +8.0% | -1.9% |
| 3M | +8.1% | -24.2% | +32.3% | +12.3% |
| 6M | +11.5% | -54.1% | +65.5% | +25.5% |
| YTD | +15.6% | -53.9% | +69.5% | +28.9% |
| 1Y | +15.7% | -64.4% | +80.0% | +34.4% |
| 3Y | +86.9% | -30.2% | +117.1% | +78.2% |
| 5Y | +89.8% | -34.1% | +123.9% | +74.3% |
| 10Y | +344.7% | +342.1% | +2.5% | +140.3% |
| All | +328.7% | +405.9% | -77.2% | +116.7% |
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