+264.0%
SPOT vs WING
+179.4%
+84.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -0.9% | -3.9% | +2.9% | +0.1% |
| 30D | +12.5% | -11.6% | +24.1% | +15.7% |
| 3M | +9.9% | -24.2% | +34.1% | +16.8% |
| 6M | +1.6% | -54.1% | +55.6% | +21.5% |
| YTD | -6.6% | -53.9% | +47.3% | +9.7% |
| 1Y | -22.9% | -64.4% | +41.4% | -4.0% |
| 3Y | +244.3% | -30.2% | +274.5% | +232.7% |
| 5Y | +117.8% | -34.1% | +151.9% | +96.7% |
| All | +264.0% | +179.4% | +84.6% | +199.5% |
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 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