+22.0%
USB vs WING
+4.1%
+18.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | 0.0% | +9.0% | -9.0% | -0.8% |
| 30D | +5.8% | +39.9% | -34.1% | +2.6% |
| 3M | -6.0% | +40.4% | -46.4% | -9.2% |
| 6M | +7.8% | +12.9% | -5.1% | +5.7% |
| YTD | +14.6% | -31.1% | +45.7% | +17.2% |
| 1Y | +31.8% | -32.7% | +64.5% | +34.9% |
| 3Y | +91.5% | -19.8% | +111.3% | +85.7% |
| All | +22.0% | +4.1% | +18.0% | +10.4% |
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