-68.0%
U vs WING
-35.4%
-32.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +4.5% | -0.1% | +4.6% | +4.4% |
| 30D | -0.6% | -6.0% | +5.5% | +1.3% |
| 3M | +48.4% | -23.5% | +71.9% | +63.2% |
| 6M | +115.4% | -52.0% | +167.3% | +192.0% |
| YTD | -3.2% | -53.8% | +50.6% | +32.2% |
| 1Y | -6.0% | -63.8% | +57.8% | +43.8% |
| 3Y | +13.5% | -30.8% | +44.2% | -13.8% |
| 5Y | -68.0% | -34.3% | -33.7% | -79.5% |
| All | -68.0% | -35.4% | -32.6% | -79.5% |
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