+635.6%
WING vs EXEL
+1,878.5%
-1,242.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -3.9% | +1.6% | -5.5% | -4.1% |
| 30D | +26.6% | +17.4% | +9.3% | +24.1% |
| 3M | +42.5% | +38.6% | +3.9% | +36.5% |
| 6M | +29.4% | +41.2% | -11.8% | +23.6% |
| YTD | -32.8% | +59.3% | -92.1% | -37.0% |
| 1Y | -33.5% | +60.2% | -93.7% | -37.7% |
| 3Y | -23.4% | +232.6% | -256.0% | -35.8% |
| 5Y | -0.4% | +285.9% | -286.3% | -18.7% |
| 10Y | +647.8% | +325.9% | +322.0% | +476.9% |
| All | +635.6% | +1,878.5% | -1,242.9% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling