-25.0%
TGT vs WING
-33.6%
+8.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | +4.4% | -5.6% | +10.0% | +5.2% |
| 3M | +25.4% | -22.9% | +48.3% | +30.3% |
| 6M | +33.4% | -50.4% | +83.8% | +49.3% |
| YTD | +65.6% | -53.3% | +118.9% | +85.7% |
| 1Y | +80.3% | -61.2% | +141.5% | +108.5% |
| 3Y | +42.1% | -30.1% | +72.2% | +31.1% |
| 5Y | -25.0% | -35.0% | +10.0% | -38.8% |
| All | -25.0% | -33.6% | +8.6% | -38.8% |
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