+205.6%
WAT vs WING
+405.9%
-200.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.3% | -3.9% | +2.6% | -0.7% |
| 30D | +2.3% | -11.6% | +13.9% | +4.0% |
| 3M | +8.7% | -24.2% | +32.9% | +12.5% |
| 6M | +28.3% | -54.1% | +82.4% | +42.7% |
| YTD | +7.8% | -53.9% | +61.7% | +18.6% |
| 1Y | +36.6% | -64.4% | +101.0% | +55.9% |
| 3Y | +45.7% | -30.2% | +75.9% | +43.2% |
| 5Y | -3.3% | -34.1% | +30.8% | -7.5% |
| 10Y | +162.1% | +342.1% | -180.0% | +81.3% |
| All | +205.6% | +405.9% | -200.2% | +102.5% |
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