+230.8%
TPR vs WING
-2.2%
+233.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.4% |
| 7D | -1.1% | -3.9% | +2.8% | -0.4% |
| 30D | +15.1% | +26.6% | -11.5% | +9.5% |
| 3M | -13.4% | +42.5% | -55.9% | -20.2% |
| 6M | +1.4% | +29.4% | -28.1% | -5.9% |
| YTD | +4.8% | -32.8% | +37.5% | +10.2% |
| 1Y | +29.2% | -33.5% | +62.7% | +35.6% |
| 3Y | +403.7% | -23.4% | +427.1% | +361.5% |
| 5Y | +230.8% | -0.4% | +231.3% | +160.2% |
| All | +230.8% | -2.2% | +233.0% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling