+375.5%
WING vs EXEL
+378.5%
-3.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.3% | -0.3% | -1.9% | -2.2% |
| 30D | -5.6% | +10.1% | -15.8% | -6.9% |
| 3M | -22.9% | +10.1% | -33.0% | -24.0% |
| 6M | -50.4% | +37.7% | -88.1% | -52.8% |
| YTD | -53.3% | +33.1% | -86.4% | -55.4% |
| 1Y | -61.2% | +52.4% | -113.6% | -63.7% |
| 3Y | -30.1% | +163.8% | -193.9% | -40.6% |
| 5Y | -35.0% | +198.5% | -233.5% | -46.1% |
| 10Y | +375.5% | +386.9% | -11.4% | +270.9% |
| All | +375.5% | +378.5% | -3.0% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling