+190.9%
W vs WING
+405.9%
-215.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | -4.2% | -3.9% | -0.3% | -2.4% |
| 30D | -7.6% | -11.6% | +4.0% | -2.8% |
| 3M | +37.2% | -24.2% | +61.4% | +53.5% |
| 6M | +26.3% | -54.1% | +80.4% | +78.0% |
| YTD | -1.0% | -53.9% | +52.9% | +37.6% |
| 1Y | +20.1% | -64.4% | +84.4% | +85.3% |
| 3Y | +37.8% | -30.2% | +68.0% | +24.6% |
| 5Y | -63.7% | -34.1% | -29.5% | -67.6% |
| 10Y | +156.3% | +342.1% | -185.8% | +21.7% |
| All | +190.9% | +405.9% | -215.0% | +25.9% |
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