-37.6%
WU vs WING
+405.9%
-443.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.8% | -3.9% | +3.0% | -0.3% |
| 30D | -1.1% | -11.6% | +10.5% | +0.2% |
| 3M | -3.9% | -24.2% | +20.3% | -0.9% |
| 6M | -20.7% | -54.1% | +33.4% | -13.4% |
| YTD | -18.4% | -53.9% | +35.5% | -11.5% |
| 1Y | -8.1% | -64.4% | +56.3% | +2.6% |
| 3Y | -24.2% | -30.2% | +6.0% | -26.1% |
| 5Y | -50.4% | -34.1% | -16.3% | -52.9% |
| 10Y | -40.0% | +342.1% | -382.2% | -58.5% |
| All | -37.6% | +405.9% | -443.4% | -59.2% |
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