+226.9%
W vs WING
+656.3%
-429.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.7% |
| 7D | -3.6% | +9.0% | -12.6% | -7.7% |
| 30D | +7.0% | +39.9% | -33.0% | -9.9% |
| 3M | +7.4% | +40.4% | -33.0% | -11.5% |
| 6M | +69.3% | +12.9% | +56.4% | +51.6% |
| YTD | +11.3% | -31.1% | +42.4% | +24.9% |
| 1Y | +13.2% | -32.7% | +45.9% | +27.6% |
| 3Y | +142.0% | -19.8% | +161.8% | +108.0% |
| 5Y | -54.6% | +4.0% | -58.6% | -67.7% |
| 10Y | +243.7% | +684.4% | -440.7% | +28.2% |
| All | +226.9% | +656.3% | -429.4% | +14.2% |
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