+65.5%
WING vs TW
+221.1%
-155.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -3.9% | -2.3% | -1.5% | -2.9% |
| 30D | -11.6% | +3.9% | -15.5% | -13.2% |
| 3M | -24.2% | +5.7% | -29.9% | -26.7% |
| 6M | -54.1% | -14.5% | -39.5% | -51.3% |
| YTD | -53.9% | -0.9% | -53.0% | -54.6% |
| 1Y | -64.4% | -13.5% | -50.8% | -62.7% |
| 3Y | -30.2% | +25.0% | -55.2% | -40.4% |
| 5Y | -34.1% | +22.7% | -56.8% | -45.0% |
| All | +65.5% | +221.1% | -155.6% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling