+114.9%
SPOT vs WING
-34.3%
+149.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -2.9% | -0.1% | -2.7% | -2.8% |
| 30D | +8.3% | -6.0% | +14.3% | +9.8% |
| 3M | +5.1% | -23.5% | +28.6% | +11.7% |
| 6M | -6.5% | -52.0% | +45.5% | +11.8% |
| YTD | -9.0% | -53.8% | +44.8% | +7.7% |
| 1Y | -26.4% | -63.8% | +37.4% | -7.3% |
| 3Y | +240.0% | -30.8% | +270.8% | +211.5% |
| All | +114.9% | -34.3% | +149.2% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling