+190.4%
TGT vs WING
+405.9%
-215.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | -3.9% | +4.6% | +1.4% |
| 30D | +12.2% | -11.6% | +23.8% | +14.2% |
| 3M | +33.8% | -24.2% | +58.0% | +39.1% |
| 6M | +39.3% | -54.1% | +93.4% | +56.5% |
| YTD | +72.9% | -53.9% | +126.8% | +92.6% |
| 1Y | +84.6% | -64.4% | +148.9% | +113.8% |
| 3Y | +46.2% | -30.2% | +76.4% | +42.5% |
| 5Y | -21.3% | -34.1% | +12.8% | -26.6% |
| 10Y | +213.5% | +342.1% | -128.6% | +121.9% |
| All | +190.4% | +405.9% | -215.5% | +100.6% |
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