-39.3%
WU vs WING
+637.4%
-676.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.0% | -2.5% | +0.5% | -1.8% |
| 30D | +11.4% | +29.5% | -18.1% | +7.6% |
| 3M | -6.8% | +40.2% | -47.0% | -11.3% |
| 6M | -14.6% | +32.7% | -47.3% | -18.5% |
| YTD | -20.6% | -32.8% | +12.2% | -18.4% |
| 1Y | -15.4% | -31.7% | +16.3% | -13.3% |
| 3Y | -23.6% | -24.7% | +1.1% | -25.9% |
| 5Y | -43.4% | -0.5% | -42.9% | -49.0% |
| 10Y | -38.8% | +647.5% | -686.3% | -60.9% |
| All | -39.3% | +637.4% | -676.7% | -62.4% |
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