+404.4%
WING vs MDY
+185.2%
+219.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -11.6% | -1.5% | -10.1% | -10.4% |
| 3M | -24.2% | +0.8% | -25.0% | -24.8% |
| 6M | -54.1% | +7.4% | -61.5% | -57.0% |
| YTD | -53.9% | +15.2% | -69.1% | -59.5% |
| 1Y | -64.4% | +16.5% | -80.9% | -68.9% |
| 3Y | -30.2% | +46.8% | -77.0% | -50.8% |
| 5Y | -34.1% | +46.0% | -80.1% | -52.8% |
| 10Y | +342.1% | +172.1% | +170.1% | +77.4% |
| All | +404.4% | +185.2% | +219.2% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling