+110.8%
USB vs WING
+405.9%
-295.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.4% | -3.9% | +5.3% | +1.8% |
| 30D | -1.3% | -11.6% | +10.3% | -0.2% |
| 3M | +15.2% | -24.2% | +39.4% | +18.1% |
| 6M | +18.8% | -54.1% | +72.9% | +27.9% |
| YTD | +21.0% | -53.9% | +74.9% | +29.7% |
| 1Y | +34.0% | -64.4% | +98.4% | +47.1% |
| 3Y | +95.3% | -30.2% | +125.5% | +92.6% |
| 5Y | +40.4% | -34.1% | +74.5% | +35.4% |
| 10Y | +107.3% | +342.1% | -234.8% | +47.9% |
| All | +110.8% | +405.9% | -295.0% | +43.0% |
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