-70.0%
U vs WING
+0.7%
-70.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +36.6% | +9.0% | +27.5% | +31.2% |
| 30D | +13.3% | +39.9% | -26.6% | -3.6% |
| 3M | +26.2% | +40.4% | -14.2% | +5.0% |
| 6M | +88.7% | +12.9% | +75.9% | +69.5% |
| YTD | +16.6% | -31.1% | +47.6% | +30.5% |
| 1Y | +29.0% | -32.7% | +61.7% | +44.8% |
| 3Y | +99.5% | -19.8% | +119.3% | +51.0% |
| All | -70.0% | +0.7% | -70.7% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling