+249.7%
SPOT vs WING
-23.4%
+273.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -0.9% |
| 7D | -2.6% | -3.9% | +1.3% | -2.0% |
| 30D | +13.5% | +26.6% | -13.2% | +8.3% |
| 3M | +22.2% | +42.5% | -20.3% | +13.6% |
| 6M | +38.3% | +29.4% | +8.9% | +30.0% |
| YTD | +3.1% | -32.8% | +35.8% | +7.1% |
| 1Y | -7.6% | -33.5% | +25.8% | -4.2% |
| All | +249.7% | -23.4% | +273.0% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling