+20.7%
XYZ vs WING
-23.2%
+43.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.7% | +11.6% | +14.5% |
| 7D | +16.5% | +21.0% | -4.5% | +12.1% |
| 30D | +15.0% | +56.9% | -41.9% | +4.5% |
| 3M | +3.5% | +38.4% | -34.8% | -3.8% |
| 6M | +21.9% | +12.0% | +9.9% | +18.3% |
| YTD | +34.6% | -29.2% | +63.9% | +44.9% |
| 1Y | +20.7% | -28.8% | +49.5% | +27.9% |
| All | +20.7% | -23.2% | +43.9% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling