+404.4%
WING vs EXEL
+1,571.7%
-1,167.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.9% | +8.4% | -12.2% | -4.9% |
| 30D | -11.6% | +4.1% | -15.6% | -12.1% |
| 3M | -24.2% | +12.4% | -36.6% | -25.4% |
| 6M | -54.1% | +41.5% | -95.6% | -56.2% |
| YTD | -53.9% | +34.6% | -88.5% | -55.8% |
| 1Y | -64.4% | +57.9% | -122.2% | -66.6% |
| 3Y | -30.2% | +159.5% | -189.7% | -39.7% |
| 5Y | -34.1% | +198.5% | -232.6% | -44.4% |
| 10Y | +342.1% | +411.4% | -69.2% | +236.0% |
| All | +404.4% | +1,571.7% | -1,167.3% | +229.4% |
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