+84.4%
T vs WING
+719.8%
-635.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | +0.4% |
| 7D | +1.7% | +8.6% | -6.9% | +1.3% |
| 30D | -1.7% | +44.8% | -46.5% | -3.4% |
| 3M | -7.3% | +51.9% | -59.3% | -9.3% |
| 6M | -11.2% | +37.2% | -48.4% | -12.9% |
| YTD | -8.1% | -25.3% | +17.2% | -7.5% |
| 1Y | -8.0% | -25.1% | +17.1% | -7.6% |
| 3Y | +62.1% | -12.9% | +75.0% | +57.1% |
| 5Y | +55.7% | +12.0% | +43.7% | +44.7% |
| 10Y | +54.1% | +716.5% | -662.4% | +14.3% |
| All | +84.4% | +719.8% | -635.4% | +35.0% |
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