+533.2%
XYZ vs WING
+641.4%
-108.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -1.0% | -3.9% | +2.9% | +0.7% |
| 30D | -1.7% | -11.6% | +9.9% | +2.8% |
| 3M | +16.7% | -24.2% | +40.9% | +28.4% |
| 6M | +26.9% | -54.1% | +80.9% | +70.0% |
| YTD | +27.1% | -53.9% | +81.0% | +66.7% |
| 1Y | +9.3% | -64.4% | +73.6% | +58.0% |
| 3Y | +42.3% | -30.2% | +72.5% | +29.2% |
| 5Y | -69.3% | -34.1% | -35.2% | -73.2% |
| 10Y | +586.8% | +342.1% | +244.7% | +255.5% |
| All | +533.2% | +641.4% | -108.2% | +225.1% |
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