+554.8%
XYZ vs WING
+1,051.3%
-496.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -1.7% |
| 7D | +12.6% | +5.0% | +7.6% | +10.5% |
| 30D | +10.8% | +38.7% | -27.9% | -3.8% |
| 3M | +8.4% | +44.7% | -36.4% | -9.0% |
| 6M | +14.3% | +31.5% | -17.2% | -1.9% |
| YTD | +31.5% | -28.4% | +59.9% | +41.6% |
| 1Y | +28.1% | -28.2% | +56.3% | +36.7% |
| 3Y | +66.2% | -18.4% | +84.6% | +44.5% |
| 5Y | -62.3% | +5.2% | -67.6% | -73.1% |
| 10Y | +634.6% | +699.8% | -65.2% | +207.8% |
| All | +554.8% | +1,051.3% | -496.5% | +176.1% |
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