-63.9%
XYZ vs WING
+4.1%
-68.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | +12.1% | +9.0% | +3.1% | +8.3% |
| 30D | +12.4% | +39.9% | -27.6% | -2.7% |
| 3M | +8.2% | +40.4% | -32.2% | -8.0% |
| 6M | +20.7% | +12.9% | +7.8% | +10.4% |
| YTD | +31.3% | -31.1% | +62.4% | +44.9% |
| 1Y | +20.5% | -32.7% | +53.2% | +33.5% |
| 3Y | +72.6% | -19.8% | +92.4% | +35.1% |
| All | -63.9% | +4.1% | -68.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling