+54.6%
TER vs WING
+4.1%
+50.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -20.5% | +9.0% | -29.5% | -22.4% |
| 30D | -47.0% | +39.9% | -86.9% | -52.0% |
| 3M | -43.3% | +40.4% | -83.7% | -49.4% |
| 6M | -42.9% | +12.9% | -55.8% | -46.6% |
| YTD | +12.9% | -31.1% | +43.9% | +20.1% |
| 1Y | +18.2% | -32.7% | +50.9% | +26.1% |
| 3Y | +151.8% | -19.8% | +171.6% | +137.0% |
| All | +54.6% | +4.1% | +50.5% | +24.8% |
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