+96.0%
UL vs WING
+672.3%
-576.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +4.5% | +32.3% | -27.8% | +1.8% |
| 3M | +5.5% | +50.2% | -44.7% | +1.3% |
| 6M | +17.0% | +31.7% | -14.7% | +13.3% |
| YTD | +3.2% | -29.6% | +32.8% | +4.8% |
| 1Y | -1.9% | -29.7% | +27.8% | -0.4% |
| 3Y | +33.6% | -19.8% | +53.3% | +29.3% |
| 5Y | +31.5% | +3.1% | +28.4% | +20.3% |
| 10Y | +103.9% | +682.9% | -579.0% | +42.2% |
| All | +96.0% | +672.3% | -576.4% | +33.5% |
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