+187.1%
TGT vs WING
+637.4%
-450.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +2.6% | -2.5% | +5.1% | +3.0% |
| 30D | +4.7% | +29.5% | -24.8% | +0.1% |
| 3M | +4.6% | +40.2% | -35.6% | -1.9% |
| 6M | +34.9% | +32.7% | +2.2% | +26.8% |
| YTD | +70.9% | -32.8% | +103.7% | +77.9% |
| 1Y | +84.4% | -31.7% | +116.1% | +91.0% |
| 3Y | +69.1% | -24.7% | +93.8% | +63.8% |
| 5Y | -26.9% | -0.5% | -26.5% | -36.5% |
| 10Y | +207.6% | +647.5% | -439.8% | +101.0% |
| All | +187.1% | +637.4% | -450.3% | +85.3% |
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