+215.6%
TRU vs WING
+446.9%
-231.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -9.4% | +0.2% | -9.6% | -9.4% |
| 30D | -4.1% | -0.5% | -3.6% | -4.4% |
| 3M | +13.6% | -23.9% | +37.4% | +19.6% |
| 6M | +3.6% | -48.9% | +52.5% | +18.5% |
| YTD | -9.8% | -53.3% | +43.5% | +4.1% |
| 1Y | -13.6% | -60.3% | +46.7% | +2.6% |
| 3Y | -2.0% | -30.1% | +28.1% | -4.6% |
| 5Y | -35.8% | -36.2% | +0.4% | -39.4% |
| 10Y | +142.9% | +375.3% | -232.4% | +51.3% |
| All | +215.6% | +446.9% | -231.3% | +87.6% |
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