-0.4%
WING vs TW
+41.5%
-41.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | -3.9% | +3.2% | -7.1% | -5.1% |
| 30D | +26.6% | +19.7% | +6.9% | +17.7% |
| 3M | +42.5% | +26.8% | +15.7% | +29.2% |
| 6M | +29.4% | +20.9% | +8.6% | +18.9% |
| YTD | -32.8% | +22.9% | -55.7% | -39.1% |
| 1Y | -33.5% | +20.4% | -53.8% | -39.2% |
| 3Y | -23.4% | +42.9% | -66.3% | -38.1% |
| 5Y | -0.4% | +40.2% | -40.7% | -24.3% |
| All | -0.4% | +41.5% | -41.9% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling