+383.3%
TPR vs WING
+675.9%
-292.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.6% |
| 7D | +12.1% | +5.0% | +7.1% | +10.8% |
| 30D | +16.7% | +38.7% | -22.0% | +8.4% |
| 3M | -17.4% | +44.7% | -62.1% | -24.6% |
| 6M | +2.3% | +31.5% | -29.2% | -5.8% |
| YTD | +7.1% | -28.4% | +35.6% | +11.2% |
| 1Y | +29.5% | -28.2% | +57.7% | +33.7% |
| 3Y | +415.0% | -18.4% | +433.5% | +379.8% |
| 5Y | +261.5% | +5.2% | +256.2% | +192.6% |
| 10Y | +383.3% | +699.8% | -316.5% | +149.2% |
| All | +383.3% | +675.9% | -292.5% | +149.2% |
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