+235.8%
WEC vs WING
+405.9%
-170.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | -1.3% | -11.6% | +10.3% | -1.0% |
| 3M | -3.9% | -24.2% | +20.3% | -3.2% |
| 6M | -8.3% | -54.1% | +45.8% | -6.2% |
| YTD | +3.1% | -53.9% | +57.0% | +5.2% |
| 1Y | +1.9% | -64.4% | +66.3% | +4.9% |
| 3Y | +41.9% | -30.2% | +72.1% | +39.1% |
| 5Y | +30.8% | -34.1% | +64.9% | +27.1% |
| 10Y | +141.9% | +342.1% | -200.2% | +109.5% |
| All | +235.8% | +405.9% | -170.1% | +191.1% |
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