-5.6%
TLT vs WING
+685.5%
-691.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.3% |
| 7D | -0.3% | +5.0% | -5.2% | -0.3% |
| 30D | +3.7% | +38.7% | -35.0% | +3.4% |
| 3M | -0.7% | +44.7% | -45.4% | -1.1% |
| 6M | -4.2% | +31.5% | -35.7% | -4.5% |
| YTD | -4.0% | -28.4% | +24.4% | -3.9% |
| 1Y | -5.8% | -28.2% | +22.3% | -5.8% |
| 3Y | +4.1% | -18.4% | +22.5% | +3.7% |
| 5Y | -34.8% | +5.2% | -40.0% | -35.5% |
| 10Y | -12.3% | +699.8% | -712.2% | -5.6% |
| All | -5.6% | +685.5% | -691.2% | +2.8% |
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 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