-48.8%
S vs WING
+10.1%
-58.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -13.4% | +9.0% | -22.5% | -16.0% |
| 30D | -14.0% | +39.9% | -53.9% | -23.5% |
| 3M | +4.9% | +40.4% | -35.6% | -8.5% |
| 6M | +42.0% | +12.9% | +29.1% | +31.0% |
| YTD | +45.1% | -31.1% | +76.2% | +54.6% |
| 1Y | +33.1% | -32.7% | +65.8% | +42.5% |
| 3Y | +40.6% | -19.8% | +60.4% | +18.0% |
| 5Y | -67.5% | +4.0% | -71.4% | -79.2% |
| All | -48.8% | +10.1% | -58.9% | -65.8% |
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