+23.9%
UL vs WING
-31.3%
+55.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +0.9% | -6.0% | +7.0% | +1.1% |
| 3M | +14.2% | -23.5% | +37.7% | +15.2% |
| 6M | -3.2% | -52.0% | +48.8% | -1.3% |
| YTD | -0.3% | -53.8% | +53.5% | +1.6% |
| 1Y | -8.8% | -63.8% | +55.0% | -6.6% |
| 3Y | +23.9% | -30.8% | +54.6% | +22.2% |
| All | +23.9% | -31.3% | +55.2% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling