+91.2%
UL vs WING
+405.9%
-314.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.3% | -3.9% | +2.5% | -1.0% |
| 30D | +0.5% | -11.6% | +12.1% | +1.4% |
| 3M | +17.6% | -24.2% | +41.8% | +20.1% |
| 6M | -5.4% | -54.1% | +48.7% | +0.6% |
| YTD | +0.7% | -53.9% | +54.6% | +6.5% |
| 1Y | -9.3% | -64.4% | +55.1% | -2.0% |
| 3Y | +24.5% | -30.2% | +54.7% | +21.3% |
| 5Y | +23.2% | -34.1% | +57.3% | +17.4% |
| 10Y | +64.5% | +342.1% | -277.7% | +21.6% |
| All | +91.2% | +405.9% | -314.6% | +35.7% |
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