+404.4%
WING vs ARWR
+1,186.7%
-782.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.9% | +1.7% | -5.5% | -4.0% |
| 30D | -11.6% | -0.7% | -10.9% | -11.5% |
| 3M | -24.2% | +14.9% | -39.1% | -25.8% |
| 6M | -54.1% | +32.6% | -86.7% | -56.0% |
| YTD | -53.9% | +30.0% | -84.0% | -55.8% |
| 1Y | -64.4% | +208.4% | -272.7% | -69.7% |
| 3Y | -30.2% | +208.8% | -239.0% | -43.9% |
| 5Y | -34.1% | +27.8% | -61.9% | -43.1% |
| 10Y | +342.1% | +1,107.6% | -765.4% | +225.8% |
| All | +404.4% | +1,186.7% | -782.4% | +247.0% |
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