-20.9%
RUN vs WING
+582.3%
-603.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -4.3% |
| 7D | -13.7% | -3.9% | -9.8% | -12.4% |
| 30D | +9.4% | +26.6% | -17.3% | -1.1% |
| 3M | -13.4% | +42.5% | -55.9% | -26.2% |
| 6M | -39.6% | +29.4% | -69.0% | -47.4% |
| YTD | -53.7% | -32.8% | -20.9% | -48.5% |
| 1Y | -56.2% | -33.5% | -22.7% | -51.3% |
| 3Y | -9.7% | -23.4% | +13.6% | -19.3% |
| 5Y | -85.5% | -0.4% | -85.0% | -89.2% |
| 10Y | +66.7% | +647.8% | -581.1% | -37.4% |
| All | -20.9% | +582.3% | -603.1% | -68.2% |
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