+19.3%
TPR vs WING
-23.2%
+42.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.2% |
| 7D | +12.6% | +21.0% | -8.3% | +10.6% |
| 30D | +7.1% | +56.9% | -49.7% | +2.7% |
| 3M | -19.4% | +38.4% | -57.7% | -22.0% |
| 6M | -9.7% | +12.0% | -21.7% | -11.0% |
| YTD | -1.0% | -29.2% | +28.2% | 0.0% |
| 1Y | +19.3% | -28.8% | +48.1% | +18.4% |
| All | +19.3% | -23.2% | +42.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling