-84.4%
RUN vs WING
+3.2%
-87.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +19.5% | +32.3% | -12.8% | +5.8% |
| 3M | -9.6% | +50.2% | -59.7% | -24.9% |
| 6M | -37.3% | +31.7% | -69.0% | -46.0% |
| YTD | -50.7% | -29.6% | -21.1% | -45.3% |
| 1Y | -54.1% | -29.7% | -24.4% | -49.4% |
| 3Y | -3.9% | -19.8% | +15.9% | -25.2% |
| 5Y | -84.4% | +3.1% | -87.5% | -91.0% |
| All | -84.4% | +3.2% | -87.6% | -91.0% |
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 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