+405.5%
WING vs HRB
+132.6%
+272.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.4% |
| 7D | -0.1% | -9.1% | +8.9% | +1.5% |
| 30D | -6.0% | +0.3% | -6.3% | -6.2% |
| 3M | -23.5% | +23.4% | -46.9% | -26.7% |
| 6M | -52.0% | +45.1% | -97.1% | -55.8% |
| YTD | -53.8% | +8.9% | -62.7% | -55.0% |
| 1Y | -63.8% | -7.9% | -55.9% | -63.6% |
| 3Y | -30.8% | +27.9% | -58.7% | -36.0% |
| 5Y | -34.3% | +108.3% | -142.6% | -44.7% |
| 10Y | +352.4% | +208.4% | +144.0% | +236.7% |
| All | +405.5% | +132.6% | +272.9% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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