-39.0%
U vs WING
-10.7%
-28.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -3.8% | -3.9% | 0.0% | -2.1% |
| 30D | +17.5% | -11.6% | +29.0% | +22.7% |
| 3M | +38.7% | -24.2% | +62.9% | +53.5% |
| 6M | +104.4% | -54.1% | +158.5% | +184.8% |
| YTD | -5.7% | -53.9% | +48.2% | +29.5% |
| 1Y | +3.7% | -64.4% | +68.0% | +60.5% |
| 3Y | +12.3% | -30.2% | +42.5% | -11.4% |
| 5Y | -68.8% | -34.1% | -34.7% | -77.8% |
| All | -39.0% | -10.7% | -28.3% | -66.5% |
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 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