+141.2%
WING vs TW
+301.3%
-160.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | -2.5% | +3.9% | -6.4% | -4.1% |
| 30D | +29.5% | +19.9% | +9.6% | +19.6% |
| 3M | +40.2% | +25.9% | +14.2% | +26.4% |
| 6M | +32.7% | +21.1% | +11.6% | +20.7% |
| YTD | -32.8% | +23.9% | -56.7% | -40.0% |
| 1Y | -31.7% | +21.2% | -53.0% | -38.5% |
| 3Y | -24.7% | +44.8% | -69.5% | -39.4% |
| 5Y | -0.5% | +41.4% | -41.9% | -21.7% |
| All | +141.2% | +301.3% | -160.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling