-53.9%
RUN vs WING
-23.2%
-30.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +0.3% |
| 7D | +18.5% | +21.0% | -2.5% | +13.1% |
| 30D | +15.5% | +56.9% | -41.4% | +2.8% |
| 3M | -20.3% | +38.4% | -58.7% | -27.1% |
| 6M | -30.8% | +12.0% | -42.8% | -33.6% |
| YTD | -52.2% | -29.2% | -23.0% | -42.4% |
| 1Y | -53.9% | -28.8% | -25.1% | -45.9% |
| All | -53.9% | -23.2% | -30.7% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling