-37.8%
U vs WING
-9.6%
-28.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +4.4% | -2.3% | +6.6% | +5.4% |
| 30D | -1.3% | -5.6% | +4.3% | +0.4% |
| 3M | +49.6% | -22.9% | +72.5% | +64.2% |
| 6M | +100.2% | -50.4% | +150.6% | +168.4% |
| YTD | -3.7% | -53.3% | +49.6% | +31.4% |
| 1Y | -6.5% | -61.2% | +54.7% | +38.6% |
| 3Y | +12.9% | -30.1% | +43.0% | -10.3% |
| 5Y | -68.3% | -35.0% | -33.3% | -77.2% |
| All | -37.8% | -9.6% | -28.1% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling