+419.3%
TPR vs WING
+656.3%
-237.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +14.2% | +9.0% | +5.1% | +12.1% |
| 30D | +17.1% | +39.9% | -22.9% | +8.9% |
| 3M | -17.7% | +40.4% | -58.1% | -24.2% |
| 6M | -10.2% | +12.9% | -23.1% | -14.1% |
| YTD | +4.9% | -31.1% | +36.0% | +9.6% |
| 1Y | +36.1% | -32.7% | +68.8% | +42.4% |
| 3Y | +416.5% | -19.8% | +436.3% | +386.1% |
| 5Y | +254.8% | +4.0% | +250.8% | +193.4% |
| 10Y | +391.7% | +684.4% | -292.7% | +160.5% |
| All | +419.3% | +656.3% | -237.1% | +162.8% |
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