+300.3%
RF vs WING
+667.7%
-367.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -1.6% | +14.0% | -15.6% | -3.8% |
| 30D | +5.0% | +47.7% | -42.7% | -1.9% |
| 3M | -10.0% | +34.2% | -44.2% | -15.1% |
| 6M | +3.3% | +13.6% | -10.2% | -0.6% |
| YTD | +7.9% | -30.0% | +38.0% | +11.6% |
| 1Y | +21.2% | -33.9% | +55.2% | +26.4% |
| 3Y | +105.8% | -18.7% | +124.5% | +93.2% |
| 5Y | +43.7% | +5.5% | +38.2% | +21.5% |
| 10Y | +289.4% | +696.2% | -406.8% | +88.5% |
| All | +300.3% | +667.7% | -367.4% | +87.7% |
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