-32.3%
WING vs MDY
+48.7%
-80.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.9% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -5.6% | -3.9% | -1.8% | -2.4% |
| 3M | -22.9% | 0.0% | -22.9% | -23.0% |
| 6M | -50.4% | +8.5% | -59.0% | -53.9% |
| YTD | -53.3% | +13.2% | -66.5% | -58.1% |
| 1Y | -61.2% | +15.0% | -76.2% | -65.7% |
| All | -32.3% | +48.7% | -80.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling