-36.2%
WING vs TW
+19.6%
-55.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | -0.5% | -1.7% | +1.3% | +0.1% |
| 3M | -23.9% | +1.6% | -25.5% | -24.9% |
| 6M | -48.9% | -17.7% | -31.2% | -45.0% |
| YTD | -53.3% | -4.3% | -49.0% | -53.3% |
| 1Y | -60.3% | -13.1% | -47.2% | -58.5% |
| 3Y | -30.1% | +20.3% | -50.4% | -40.1% |
| 5Y | -36.2% | +22.0% | -58.1% | -50.3% |
| All | -36.2% | +19.6% | -55.8% | -50.3% |
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