-17.5%
RUN vs WING
+367.8%
-385.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +1.3% | -3.9% | +5.1% | +2.9% |
| 30D | -15.3% | -11.6% | -3.7% | -11.2% |
| 3M | -40.0% | -24.2% | -15.8% | -34.0% |
| 6M | -27.0% | -54.1% | +27.1% | -4.0% |
| YTD | -51.7% | -53.9% | +2.2% | -36.6% |
| 1Y | -45.9% | -64.4% | +18.5% | -21.7% |
| 3Y | -43.8% | -30.2% | -13.6% | -49.0% |
| 5Y | -80.5% | -34.1% | -46.4% | -82.7% |
| 10Y | +45.3% | +342.1% | -296.9% | -33.1% |
| All | -17.5% | +367.8% | -385.3% | -60.9% |
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 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