+167.3%
VSH vs WING
+685.5%
-518.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.3% |
| 7D | -1.6% | +5.0% | -6.5% | -2.5% |
| 30D | -21.3% | +38.7% | -60.0% | -26.7% |
| 3M | -18.9% | +44.7% | -63.6% | -25.6% |
| 6M | -21.4% | +31.5% | -52.9% | -27.3% |
| YTD | +86.8% | -28.4% | +115.3% | +92.7% |
| 1Y | +85.8% | -28.2% | +113.9% | +90.9% |
| 3Y | +30.1% | -18.4% | +48.6% | +22.2% |
| 5Y | +42.8% | +5.2% | +37.6% | +20.4% |
| 10Y | +121.2% | +699.8% | -578.6% | +7.4% |
| All | +167.3% | +685.5% | -518.3% | +26.5% |
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