+31.9%
UL vs WING
+9.2%
+22.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.3% |
| 7D | +0.3% | +8.6% | -8.3% | -0.3% |
| 30D | +7.0% | +44.8% | -37.8% | +4.1% |
| 3M | +5.8% | +51.9% | -46.1% | +2.4% |
| 6M | +16.1% | +37.2% | -21.1% | +12.9% |
| YTD | +4.5% | -25.3% | +29.8% | +5.3% |
| 1Y | -1.3% | -25.1% | +23.8% | -0.6% |
| 3Y | +35.0% | -12.9% | +47.9% | +28.4% |
| 5Y | +31.9% | +12.0% | +19.9% | +23.8% |
| All | +31.9% | +9.2% | +22.7% | +23.8% |
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