+726.1%
WPM vs WING
+637.7%
+88.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.4% |
| 7D | -0.5% | -3.9% | +3.4% | -0.1% |
| 30D | -3.1% | +26.6% | -29.7% | -5.2% |
| 3M | -2.2% | +42.5% | -44.7% | -5.5% |
| 6M | -7.4% | +29.4% | -36.8% | -10.1% |
| YTD | +12.6% | -32.8% | +45.4% | +15.4% |
| 1Y | +22.8% | -33.5% | +56.3% | +25.8% |
| 3Y | +213.6% | -23.4% | +237.0% | +205.3% |
| 5Y | +211.2% | -0.4% | +211.6% | +186.9% |
| 10Y | +733.9% | +647.8% | +86.1% | +514.6% |
| All | +726.1% | +637.7% | +88.4% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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