+104.9%
USB vs WING
+676.5%
-571.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.5% |
| 7D | +2.4% | +21.0% | -18.6% | +0.4% |
| 30D | +6.6% | +56.9% | -50.3% | +1.5% |
| 3M | -4.1% | +38.4% | -42.5% | -7.8% |
| 6M | +12.5% | +12.0% | +0.5% | +10.1% |
| YTD | +17.6% | -29.2% | +46.9% | +20.2% |
| 1Y | +36.5% | -28.8% | +65.3% | +39.1% |
| 3Y | +95.4% | -17.8% | +113.2% | +89.6% |
| 5Y | +26.1% | +8.5% | +17.7% | +15.2% |
| 10Y | +101.3% | +705.3% | -604.0% | +33.9% |
| All | +104.9% | +676.5% | -571.5% | +32.4% |
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 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