-80.3%
RUN vs WING
-33.6%
-46.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.0% |
| 7D | -1.8% | -2.3% | +0.5% | -0.9% |
| 30D | -10.8% | -5.6% | -5.2% | -9.1% |
| 3M | -30.2% | -22.9% | -7.2% | -23.5% |
| 6M | -22.3% | -50.4% | +28.1% | +0.2% |
| YTD | -52.2% | -53.3% | +1.1% | -36.5% |
| 1Y | -45.1% | -61.2% | +16.1% | -21.7% |
| 3Y | -37.1% | -30.1% | -7.0% | -51.3% |
| 5Y | -80.3% | -35.0% | -45.3% | -86.9% |
| All | -80.3% | -33.6% | -46.7% | -86.9% |
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 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