+98.4%
UL vs WING
+719.8%
-621.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.2% |
| 7D | +0.3% | +8.6% | -8.3% | -0.5% |
| 30D | +7.0% | +44.8% | -37.8% | +3.4% |
| 3M | +5.8% | +51.9% | -46.1% | +1.5% |
| 6M | +16.1% | +37.2% | -21.1% | +12.1% |
| YTD | +4.5% | -25.3% | +29.8% | +5.6% |
| 1Y | -1.3% | -25.1% | +23.8% | -0.4% |
| 3Y | +35.0% | -12.9% | +47.9% | +29.7% |
| 5Y | +31.9% | +12.0% | +19.9% | +19.7% |
| 10Y | +99.3% | +716.5% | -617.2% | +38.5% |
| All | +98.4% | +719.8% | -621.4% | +34.5% |
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