-53.2%
S vs WING
-26.4%
-26.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -7.7% | -3.9% | -3.9% | -6.6% |
| 30D | -5.3% | -11.6% | +6.2% | -2.2% |
| 3M | +20.3% | -24.2% | +44.5% | +29.4% |
| 6M | +47.4% | -54.1% | +101.4% | +87.6% |
| YTD | +32.5% | -53.9% | +86.4% | +63.7% |
| 1Y | +9.5% | -64.4% | +73.9% | +48.8% |
| 3Y | +15.5% | -30.2% | +45.7% | -3.8% |
| 5Y | -71.2% | -34.1% | -37.1% | -77.9% |
| All | -53.2% | -26.4% | -26.9% | -63.8% |
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