-47.8%
S vs WING
+7.3%
-55.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | -2.5% | +4.5% | +2.9% |
| 30D | -2.7% | +29.5% | -32.2% | -11.2% |
| 3M | -6.9% | +40.2% | -47.0% | -18.7% |
| 6M | +38.1% | +32.7% | +5.4% | +20.4% |
| YTD | +48.0% | -32.8% | +80.8% | +59.0% |
| 1Y | +34.5% | -31.7% | +66.2% | +42.8% |
| 3Y | +38.3% | -24.7% | +63.0% | +19.5% |
| 5Y | -70.9% | -0.5% | -70.4% | -81.1% |
| All | -47.8% | +7.3% | -55.1% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling