+371.4%
TRV vs WING
+405.9%
-34.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -0.1% | -3.9% | +3.7% | +0.2% |
| 30D | -3.4% | -11.6% | +8.2% | -2.5% |
| 3M | +26.4% | -24.2% | +50.6% | +29.3% |
| 6M | +19.3% | -54.1% | +73.4% | +27.7% |
| YTD | +28.3% | -53.9% | +82.2% | +36.4% |
| 1Y | +34.3% | -64.4% | +98.6% | +46.2% |
| 3Y | +140.1% | -30.2% | +170.3% | +133.4% |
| 5Y | +155.7% | -34.1% | +189.8% | +143.9% |
| 10Y | +285.5% | +342.1% | -56.6% | +157.0% |
| All | +371.4% | +405.9% | -34.5% | +204.6% |
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