+27.3%
WAT vs WING
-23.2%
+50.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.5% |
| 7D | -1.9% | +21.0% | -22.9% | -2.9% |
| 30D | +6.2% | +56.9% | -50.6% | +3.5% |
| 3M | +18.1% | +38.4% | -20.3% | +15.6% |
| 6M | +54.9% | +12.0% | +42.9% | +53.8% |
| YTD | +23.1% | -29.2% | +52.4% | +24.8% |
| 1Y | +27.3% | -28.8% | +56.1% | +27.9% |
| All | +27.3% | -23.2% | +50.5% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling