-34.8%
WING vs RACE
+93.6%
-128.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -3.9% | -2.5% | -1.3% | -2.7% |
| 30D | -11.6% | +0.8% | -12.4% | -12.0% |
| 3M | -24.2% | +17.2% | -41.4% | -30.1% |
| 6M | -54.1% | +13.6% | -67.6% | -57.2% |
| YTD | -53.9% | +12.2% | -66.1% | -57.2% |
| 1Y | -64.4% | -16.3% | -48.1% | -61.6% |
| 3Y | -30.2% | +36.4% | -66.6% | -50.0% |
| All | -34.8% | +93.6% | -128.4% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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