+654.1%
WING vs ARWR
+766.8%
-112.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | +9.0% | -2.9% | +12.0% | +9.4% |
| 30D | +39.9% | -5.4% | +45.3% | +40.8% |
| 3M | +40.4% | -32.2% | +72.7% | +47.1% |
| 6M | +12.9% | -26.5% | +39.4% | +16.5% |
| YTD | -31.1% | -12.4% | -18.7% | -30.7% |
| 1Y | -32.7% | +46.9% | -79.6% | -37.1% |
| 3Y | -19.8% | +116.0% | -135.8% | -32.6% |
| 5Y | +4.0% | -28.0% | +31.9% | -4.2% |
| 10Y | +684.4% | +923.9% | -239.5% | +493.5% |
| All | +654.1% | +766.8% | -112.6% | +444.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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