-44.9%
S vs WING
+14.3%
-59.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.9% |
| 7D | +1.4% | +5.0% | -3.6% | -0.1% |
| 30D | -10.8% | +38.7% | -49.5% | -20.4% |
| 3M | +5.4% | +44.7% | -39.3% | -8.9% |
| 6M | +41.2% | +31.5% | +9.7% | +23.9% |
| YTD | +56.2% | -28.4% | +84.6% | +64.5% |
| 1Y | +36.3% | -28.2% | +64.5% | +42.7% |
| 3Y | +49.4% | -18.4% | +67.8% | +25.4% |
| 5Y | -66.9% | +5.2% | -72.1% | -78.8% |
| All | -44.9% | +14.3% | -59.2% | -63.7% |
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