+42.0%
S vs WING
+9.0%
+33.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.5% |
| 7D | -13.4% | +9.0% | -22.5% | -12.7% |
| 30D | -14.0% | +39.9% | -53.9% | -12.3% |
| 3M | +4.9% | +40.4% | -35.6% | +7.7% |
| 6M | +42.0% | +12.9% | +29.1% | +47.2% |
| All | +42.0% | +9.0% | +33.1% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling