+77.5%
WING vs TW
+206.7%
-129.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.4% |
| 7D | +7.2% | -4.5% | +11.7% | +9.3% |
| 30D | +4.8% | -2.3% | +7.0% | +5.6% |
| 3M | -23.7% | +2.6% | -26.3% | -25.2% |
| 6M | -43.6% | -17.5% | -26.0% | -39.3% |
| YTD | -50.6% | -5.3% | -45.3% | -50.4% |
| 1Y | -57.0% | -14.8% | -42.3% | -54.8% |
| 3Y | -28.3% | +18.8% | -47.1% | -37.5% |
| 5Y | -32.4% | +20.7% | -53.1% | -43.3% |
| All | +77.5% | +206.7% | -129.3% | -1.4% |
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