-16.1%
Z vs WING
+679.4%
-695.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.9% |
| 7D | -4.6% | +9.0% | -13.6% | -7.5% |
| 30D | +8.3% | +39.9% | -31.6% | -4.9% |
| 3M | -11.6% | +40.4% | -52.0% | -23.6% |
| 6M | -33.6% | +12.9% | -46.5% | -38.8% |
| YTD | -56.7% | -31.1% | -25.6% | -52.8% |
| 1Y | -59.1% | -32.7% | -26.4% | -55.3% |
| 3Y | -20.4% | -19.8% | -0.6% | -29.4% |
| 5Y | -55.3% | +4.0% | -59.2% | -67.9% |
| All | -16.1% | +679.4% | -695.5% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling