+1,719.6%
TER vs WING
+405.9%
+1,313.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.6% | -3.9% | +4.5% | +1.7% |
| 30D | -8.3% | -11.6% | +3.3% | -5.9% |
| 3M | -12.2% | -24.2% | +12.0% | -6.6% |
| 6M | +17.1% | -54.1% | +71.1% | +42.6% |
| YTD | +84.7% | -53.9% | +138.6% | +120.9% |
| 1Y | +199.9% | -64.4% | +264.3% | +284.8% |
| 3Y | +232.8% | -30.2% | +263.0% | +229.8% |
| 5Y | +198.6% | -34.1% | +232.7% | +184.7% |
| 10Y | +1,669.7% | +342.1% | +1,327.6% | +975.9% |
| All | +1,719.6% | +405.9% | +1,313.7% | +949.6% |
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