-28.3%
WING vs MKTX
-25.3%
-3.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.0% | +6.0% |
| 7D | +7.2% | -0.2% | +7.5% | +7.2% |
| 30D | +4.8% | +0.7% | +4.1% | +4.8% |
| 3M | -23.7% | +40.8% | -64.5% | -22.3% |
| 6M | -43.6% | -8.0% | -35.6% | -44.0% |
| YTD | -50.6% | -8.7% | -41.8% | -51.0% |
| 1Y | -57.0% | -11.8% | -45.2% | -57.5% |
| 3Y | -28.3% | -24.0% | -4.2% | -29.4% |
| All | -28.3% | -25.3% | -3.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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