+318.5%
TPR vs WING
+341.2%
-22.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | -3.9% | +1.6% | -1.5% |
| 30D | -23.0% | -11.6% | -11.4% | -21.3% |
| 3M | -12.5% | -24.2% | +11.7% | -8.1% |
| 6M | -21.4% | -54.1% | +32.6% | -8.5% |
| YTD | -3.5% | -53.9% | +50.4% | +10.8% |
| 1Y | +17.4% | -64.4% | +81.7% | +42.1% |
| 3Y | +291.3% | -30.2% | +321.5% | +271.9% |
| 5Y | +241.9% | -34.1% | +276.0% | +207.9% |
| All | +318.5% | +341.2% | -22.7% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling