+216.3%
VSH vs WING
+405.9%
-189.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.6% |
| 7D | +4.1% | -3.9% | +7.9% | +4.9% |
| 30D | -4.2% | -11.6% | +7.4% | -2.2% |
| 3M | -50.0% | -24.2% | -25.8% | -47.6% |
| 6M | +80.2% | -54.1% | +134.2% | +107.5% |
| YTD | +121.1% | -53.9% | +175.0% | +151.2% |
| 1Y | +112.0% | -64.4% | +176.4% | +153.4% |
| 3Y | +22.5% | -30.2% | +52.7% | +17.9% |
| 5Y | +64.0% | -34.1% | +98.2% | +52.7% |
| 10Y | +170.4% | +342.1% | -171.8% | +49.7% |
| All | +216.3% | +405.9% | -189.6% | +64.9% |
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