-34.3%
WING vs COO
-39.5%
+5.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.4% |
| 7D | -0.1% | -2.3% | +2.2% | +0.9% |
| 30D | -6.0% | -8.8% | +2.8% | -2.1% |
| 3M | -23.5% | +1.3% | -24.8% | -23.8% |
| 6M | -52.0% | -11.6% | -40.4% | -49.4% |
| YTD | -53.8% | -17.4% | -36.4% | -49.9% |
| 1Y | -63.8% | -1.6% | -62.2% | -63.9% |
| 3Y | -30.8% | -22.6% | -8.1% | -28.2% |
| 5Y | -34.3% | -40.3% | +6.1% | -22.3% |
| All | -34.3% | -39.5% | +5.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling