+336.9%
TMUS vs WING
+656.3%
-319.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +3.6% | +9.0% | -5.5% | +2.5% |
| 30D | -3.4% | +39.9% | -43.3% | -7.2% |
| 3M | -9.5% | +40.4% | -49.9% | -13.5% |
| 6M | -15.2% | +12.9% | -28.1% | -17.3% |
| YTD | -18.9% | -31.1% | +12.2% | -17.1% |
| 1Y | -17.7% | -32.7% | +15.0% | -15.8% |
| 3Y | +15.6% | -19.8% | +35.5% | +9.9% |
| 5Y | +38.9% | +4.0% | +34.9% | +21.4% |
| 10Y | +245.3% | +684.4% | -439.2% | +97.7% |
| All | +336.9% | +656.3% | -319.4% | +147.9% |
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