+619.8%
WING vs URA
+272.2%
+347.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.5% |
| 7D | -3.9% | +4.5% | -8.4% | -4.9% |
| 30D | +26.6% | -13.4% | +40.1% | +31.3% |
| 3M | +42.5% | -28.4% | +70.9% | +54.6% |
| 6M | +29.4% | -40.5% | +69.9% | +46.4% |
| YTD | -32.8% | -24.3% | -8.5% | -30.2% |
| 1Y | -33.5% | -28.8% | -4.6% | -30.0% |
| 3Y | -23.4% | +37.6% | -61.0% | -38.0% |
| 5Y | -0.4% | +30.7% | -31.1% | -21.6% |
| All | +619.8% | +272.2% | +347.6% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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