+105.8%
WFC vs WING
+719.8%
-614.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.5% | +0.8% |
| 7D | +0.1% | +8.6% | -8.4% | -0.9% |
| 30D | +2.9% | +44.8% | -41.8% | -1.9% |
| 3M | -1.4% | +51.9% | -53.4% | -7.0% |
| 6M | +14.3% | +37.2% | -22.9% | +8.5% |
| YTD | -6.2% | -25.3% | +19.1% | -4.5% |
| 1Y | +1.6% | -25.1% | +26.7% | +3.2% |
| 3Y | +126.9% | -12.9% | +139.8% | +115.8% |
| 5Y | +94.0% | +12.0% | +81.9% | +70.1% |
| 10Y | +134.0% | +716.5% | -582.5% | +42.0% |
| All | +105.8% | +719.8% | -614.0% | +20.6% |
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