-31.2%
WING vs MDY
+46.3%
-77.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.1% | +5.1% |
| 7D | +7.2% | -1.9% | +9.1% | +9.3% |
| 30D | +4.8% | -4.6% | +9.4% | +10.1% |
| 3M | -23.7% | -1.2% | -22.4% | -22.8% |
| 6M | -43.6% | +9.2% | -52.8% | -48.9% |
| YTD | -50.6% | +13.1% | -63.6% | -56.8% |
| 1Y | -57.0% | +13.0% | -70.0% | -62.4% |
| 3Y | -28.3% | +49.2% | -77.5% | -55.0% |
| All | -31.2% | +46.3% | -77.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling