+377.6%
TPR vs WING
+405.9%
-28.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 6M | -21.4% | -54.1% | +32.6% | -8.9% |
| YTD | -3.5% | -53.9% | +50.4% | +10.5% |
| 1Y | +17.4% | -64.4% | +81.7% | +41.3% |
| 3Y | +291.3% | -30.2% | +321.5% | +275.2% |
| 5Y | +241.9% | -34.1% | +276.0% | +212.2% |
| 10Y | +322.7% | +342.1% | -19.5% | +151.9% |
| All | +377.6% | +405.9% | -28.3% | +164.8% |
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