-31.4%
WING vs COO
-22.0%
-9.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -3.9% | -2.2% | -1.6% | -3.4% |
| 30D | -11.6% | -7.0% | -4.6% | -10.1% |
| 3M | -24.2% | +12.2% | -36.4% | -25.7% |
| 6M | -54.1% | -15.1% | -39.0% | -52.5% |
| YTD | -53.9% | -15.1% | -38.8% | -52.3% |
| 1Y | -64.4% | +2.3% | -66.7% | -64.4% |
| All | -31.4% | -22.0% | -9.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling