-14.5%
Z vs WING
+742.9%
-757.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +0.7% |
| 7D | -5.2% | +8.6% | -13.7% | -7.9% |
| 30D | +5.7% | +44.8% | -39.0% | -8.4% |
| 3M | -8.7% | +51.9% | -60.7% | -23.4% |
| 6M | -26.0% | +37.2% | -63.2% | -36.6% |
| YTD | -55.0% | -25.3% | -29.7% | -52.5% |
| 1Y | -58.0% | -25.1% | -32.9% | -55.9% |
| 3Y | -15.2% | -12.9% | -2.3% | -27.1% |
| 5Y | -53.8% | +12.0% | -65.8% | -67.7% |
| 10Y | -14.5% | +716.5% | -731.0% | -67.5% |
| All | -14.5% | +742.9% | -757.4% | -67.5% |
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