-53.8%
TEAM vs WING
-35.4%
-18.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | -5.7% | -0.1% | -5.5% | -5.7% |
| 30D | +18.3% | -6.0% | +24.4% | +19.9% |
| 3M | +80.2% | -23.5% | +103.7% | +93.6% |
| 6M | +111.0% | -52.0% | +163.0% | +163.4% |
| YTD | +8.8% | -53.8% | +62.6% | +35.2% |
| 1Y | +2.2% | -63.8% | +66.0% | +37.3% |
| 3Y | -14.6% | -30.8% | +16.2% | -32.3% |
| 5Y | -53.8% | -34.3% | -19.5% | -67.9% |
| All | -53.8% | -35.4% | -18.3% | -67.9% |
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 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