+17.1%
TER vs WING
-55.8%
+72.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.5% |
| 7D | +0.6% | -3.9% | +4.5% | +0.6% |
| 30D | -8.3% | -11.6% | +3.3% | -8.2% |
| 3M | -12.2% | -24.2% | +12.0% | -11.1% |
| 6M | +17.1% | -54.1% | +71.1% | +26.7% |
| All | +17.1% | -55.8% | +72.9% | +26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling